隐式重启广义二阶Arnoldi方法的一种新移位策略
A new shift strategy for the implicitly restarted generalized second-order Arnoldi method
AI总结:
本文提出了一种改进的隐式重启广义二阶Arnoldi方法的移位策略,通过优化移位数量与子空间维度的匹配,提升算法效率。
摘要:
本文提出了一种新的隐式重启广义二阶Arnoldi(GSOAR)方法的移位策略。在隐式重启过程中,通过执行p = m - k次隐式移位QR迭代,可以从m步GSOAR分解得到k步分解。隐式重启GSOAR方法的问题在于移位数量与子空间维度不匹配。对于p次QR迭代,有2p个移位。利用这些移位来过滤当前子空间中的冗余信息;使用更多移位可获得更好的更新子空间,但若使用超过p个移位,GSOAR分解的结构将被破坏。本文提出了一种新方法,能够利用所有2p个候选移位并保留特殊结构。该方法显著提升了算法的整体效率。数值实验展示了每个重启过程的效率。
英文摘要:
In this paper, a new shift strategy for the implicitly restarted generalized second-order Arnoldi (GSOAR) method is proposed. In implicitly restarted processes, we can get a $k$-step GSOAR decomposition from a $m$-step GSOAR decomposition by performing $p = m-k$ implicit shifted QR iterations. The problem of the implicitly restarted GSOAR is the mismatch between the number of shifts and the dimension of the subspace. There are $2p$ shifts for $p$ QR iterations. We use the shifts to filter out the unwanted information in the current subspace; when more shifts are used, one obtains a better updated subspace. But, if we use more than $p$ shifts, the structure of the GSOAR decomposition will be destroyed. We propose a novel method which can use all $2p$ candidates and preserve the special structure. The new method vastly enhances the overall efficiency of the algorithm. Numerical experiments illustrate the efficiency of every restart process.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。