A primary computational problem in kernel regression is solution of a dense linear system with the $N\times N$ kernel matrix. Because a direct solution has an O($N^3$) cost, iterative Krylov methods are often used with fast matrix-vector products. For poorly conditioned problems, convergence of the iteration is slow and preconditioning becomes necessary. We investigate preconditioning from the viewpoint of scalability and efficiency. The problems that conventional preconditioners face when applied to kernel methods are demonstrated. A \emph{novel flexible preconditioner }that not only improves convergence but also allows utilization of fast kernel matrix-vector products is introduced. The performance of this preconditioner is first illustrated on synthetic data, and subsequently on a suite of test problems in kernel regression and geostatistical kriging.
We consider the iterative solution of regularized saddle-point systems. When the leading block is symmetric and positive semi-definite on an appropriate subspace, Dollar, Gould, Schilders, and Wathen (2006) describe how to apply the conjugate gradient (CG) method coupled with a constraint preconditioner, a choice that has proved to be effective in optimization applications. We investigate the design of constraint-preconditioned variants of other Krylov methods for regularized systems by focusing on the underlying basis-generation process. We build upon principles laid out by Gould, Orban, and …
Analyzing the wave number dependency of the convergence rate of a multigrid preconditioned Krylov method for the Helmholtz equation with an absorbing layer
Context. Numerical solutions to transfer problems of polarized radiation in solar and stellar atmospheres commonly rely on stationary iterative methods, which often perform poorly when applied to large problems. In recent times, stationary iterative methods have been replaced by state-of-the-art preconditioned Krylov iterative methods for many applications. However, a general description and a convergence analysis of Krylov methods in the polarized radiative transfer context are still lacking. Aims. We describe the practical application of preconditioned Krylov methods to linear transfer probl…
Randomized orthogonal projection methods (ROPMs) can be used to speed up the computation of Krylov subspace methods in various contexts. Through a theoretical and numerical investigation, we establish that these methods produce quasi-optimal approximations over the Krylov subspace. Our numerical experiments outline the convergence of ROPMs for all matrices in our test set, with occasional spikes, but overall with a convergence rate similar to that of standard OPMs.
In this thesis, the numerical solution of three different classes of problems have been studied. Specifically, new techniques have been proposed and their theoretical analysis has been performed, accompanied by a wide set of numerical experiments, for investigating further and comparing the effectiveness and performance of the presented approach. The first two belong to the research area of numerical linear algebra and concern the spectral analysis and preconditioning for Krylov subspace methods of the coefficient matrix of large structured linear systems. The third concerns a problem from the…
This paper presents a new algorithm KIOPS for computing linear combinations of $φ$-functions that appear in exponential integrators. This algorithm is suitable for large-scale problems in computational physics where little or no information about the spectrum or norm of the Jacobian matrix is known a priori. We first show that such problems can be solved efficiently by computing a single exponential of a modified matrix. Then our approach is to compute an appropriate basis for the Krylov subspace using the incomplete orthogonalization procedure and project the matrix exponential on this subspa…
The parallel strong-scaling of Krylov iterative methods is largely determined by the number of global reductions required at each iteration. The GMRES and Krylov-Schur algorithms employ the Arnoldi algorithm for nonsymmetric matrices. The underlying orthogonalization scheme is left-looking and processes one column at a time. Thus, at least one global reduction is required per iteration. The traditional algorithm for generating the orthogonal Krylov basis vectors for the Krylov-Schur algorithm is classical Gram Schmidt applied twice with reorthogonalization (CGS2), requiring three global reduct…
A novel theoretical convergence rate estimate for a Balancing Domain Decomposition by Constraints algorithm is proven for the solution of the cardiac Bidomain model, describing the propagation of the electric impulse in the cardiac tissue. The non-linear system arises from a fully implicit time discretization and a monolithic solution approach. The preconditioned non-symmetric operator is constructed from the linearized system arising within the Newton-Krylov approach for the solution of the non-linear problem; we theoretically analyze and prove a convergence rate bound for the Generalised Min…
In this thesis we study the preconditioning of square, non-symmetric and real Toeplitz systems. We prove theoretical results, which constitute sufficient conditions for the efficiency of the proposed preconditioners and the fast convergence to the solution of the system, by the Preconditioned Generalized Minimal Residual method (PGMRES) as well as by the Preconditioned Conjugate Gradient method applied to the system of Normal Equations (PCGN). As introduction, in the first chapter, we give the basic definitions and theorems/lemmas that we use to prove the theoretical results of the thesis. The…
One of the most computationally expensive steps of the low-rank ADI method for large-scale Lyapunov equations is the solution of a shifted linear system at each iteration. We propose the use of the extended Krylov subspace method for this task. In particular, we illustrate how a single approximation space can be constructed to solve all the shifted linear systems needed to achieve a prescribed accuracy in terms of Lyapunov residual norm. Moreover, we show how to fully merge the two iterative procedures in order to obtain a novel, efficient implementation of the low-rank ADI method, for an impo…
Two novel parallel Newton-Krylov Balancing Domain Decomposition by Constraints (BDDC) and Dual-Primal Finite Element Tearing and Interconnecting (FETI-DP) solvers are here constructed, analyzed and tested numerically for implicit time discretizations of the three-dimensional Bidomain system of equations. This model represents the most advanced mathematical description of the cardiac bioelectrical activity and it consists of a degenerate system of two non-linear reaction-diffusion partial differential equations (PDEs), coupled with a stiff system of ordinary differential equations (ODEs). A fin…
A parallel solver for a preconditioned space-time boundary element method for the heat equation
Graz University of Technology（格拉茨工业大学）；Institute of Applied Mathematics, Graz University of Technology（格拉茨工业大学应用数学研究所）；VŠB – Technical University of Ostrava（俄斯特拉发理工大学）；IT4Innovations, VŠB – Technical University of Ostrava（俄斯特拉发理工大学IT4创新研究院）；Department of Applied Mathematics, VŠB – Technical University of Ostrava（俄斯特拉发理工大学应用数学系）
We present a Newton-Krylov solver for a viscous-plastic sea-ice model. This constitutive relation is commonly used in climate models to describe the material properties of sea ice. Due to the strong nonlinearity introduced by the material law in the momentum equation, the development of fast, robust and scalable solvers is still a substantial challenge. In this paper, we propose a novel primal-dual Newton linearization for the implicitly-in-time discretized momentum equation. Compared to existing methods, it converges faster and more robustly with respect to mesh refinement, and thus enables n…
This paper introduces new solvers for the computation of low-rank approximate solutions to large-scale linear problems, with a particular focus on the regularization of linear inverse problems. Although Krylov methods incorporating explicit projections onto low-rank subspaces are already used for well-posed systems that arise from discretizing stochastic or time-dependent PDEs, we are mainly concerned with algorithms that solve the so-called nuclear norm regularized problem, where a suitable nuclear norm penalization on the solution is imposed alongside a fit-to-data term expressed in the 2-no…
Block Krylov subspace methods (KSMs) comprise building blocks in many state-of-the-art solvers for large-scale matrix equations as they arise, e.g., from the discretization of partial differential equations. While extended and rational block Krylov subspace methods provide a major reduction in iteration counts over polynomial block KSMs, they also require reliable solvers for the coefficient matrices, and these solvers are often iterative methods themselves. It is not hard to devise scenarios in which the available memory, and consequently the dimension of the Krylov subspace, is limited. In s…
Generalized preconditioned conjugate gradients for adaptive FEM with optimal complexity
Sorbonne Université, Université Paris Cité, CNRS, Laboratoire Jacques-Louis Lions（索邦大学，巴黎 Cité 大学，法国国家科学研究中心，雅克-路易·利翁斯实验室）；TU Wien, Institute of Analysis and Scientific Computing（维也纳工业大学，分析与科学计算研究所）
In this work, we address the implementation and performance of inexact Newton-Krylov and quasi-Newton algorithms, more specifically the BFGS method, for the solution of the nonlinear elasticity equations, and compare them to a standard Newton-Krylov method. This is done through a systematic analysis of the performance of the solvers with respect to the problem size, the magnitude of the data and the number of processors in both almost incompressible and incompressible mechanics. We consider three test cases: Cook's membrane (static, almost incompressible), a twist test (static, incompressible)…
We present a family of discretizations for the Variable Eddington Factor (VEF) equations that have high-order accuracy on curved meshes and efficient preconditioned iterative solvers. The VEF discretizations are combined with a high-order Discontinuous Galerkin transport discretization to form an effective high-order, linear transport method. The VEF discretizations are derived by extending the unified analysis of Discontinuous Galerkin methods for elliptic problems to the VEF equations. This framework is used to define analogs of the interior penalty, second method of Bassi and Rebay, minimal…
Adaptive finite element methods with optimally preconditioned GMRES guarantee optimal complexity
Pontificia Universidad Católica de Chile（智利天主教 Pontificia 大学）；Sorbonne Université, Université Paris Cité, CNRS, Laboratoire Jacques-Louis Lions, LJLL（索邦大学，巴黎西岱大学，法国国家科学研究中心，雅克-路易·利翁斯实验室）；TU Wien, Institute of Analysis and Scientific Computing（维也纳工业大学，分析与科学计算研究所）
We consider using the preconditioned-Krylov subspace method to solve the system of linear equations with a three-by-three block structure. By making use of the three-by-three block structure, eight inexact block factorization preconditioners, which can be put into a same theoretical analysis frame, are proposed based on a kind of inexact factorization. By generalizing Bendixson Theorem and developing a unified technique of spectral equivalence, the bounds of the real and imaginary parts of eigenvalues of the preconditioned matrices are obtained. The comparison to eleven existed exact and inexa…
Convergence theory for preconditioned eigenvalue solvers in a nutshell
University Colorado Denver（科罗拉多大学丹佛分校）；Mitsubishi Electric Research Laboratories（三菱电机研究实验室）；Universität Rostock（罗斯托克大学）；STFC Rutherford Appleton Laboratory（STFC鲁瑟福阿普尔顿实验室）
