arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2005.08288math.NAcs.NA
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具有低秩结构的保结构加倍算法的解耦形式

A decoupled form of the structure-preserving doubling algorithm with low-rank structures

Zhen-Chen Guo, Eric King-Wah Chu, Xin Liang, Wen-Wei Lin

摘要:

保结构加倍算法(SDA)是一种相当有效的方法,用于解决与哈密顿(或类哈密顿)矩阵密切相关的问题,例如计算代数Riccati方程的所需解。然而,对于$\mathbb{C}^n$(也称为$\mathbb{R}^n$)中的大规模问题,具有$O(n^3)$计算复杂性的SDA不能很好地工作。在本文中,我们提出了一个新的解耦形式的SDA(我们称之为dSDA),建立在相关的Krylov子空间,从而导致固有的低秩结构。重要的是,该方法简化了原来的两到四个迭代公式。所得到的dSDA更有效,因为只有一个量(而不是原来的2到4个)是迭代计算的。对于大规模的问题,进一步的效率是从低秩结构。本文介绍了dSDA的理论方面。一个实用的算法dSDA t截断和许多说明性的数值结果将出现在第二篇论文。

英文摘要:

The structure-preserving doubling algorithm (SDA) is a fairly efficient method for solving problems closely related to Hamiltonian (or Hamiltonian-like) matrices, such as computing the required solutions to algebraic Riccati equations. However, for large-scale problems in $\mathbb{C}^n$ (also $\mathbb{R}^n$), the SDA with an $O(n^3)$ computational complexity does not work well. In this paper, we propose a new decoupled form of the SDA (we name it as dSDA), building on the associated Krylov subspaces thus leading to the inherent low-rank structures. Importantly, the approach decouples the original two to four iteration formulae. The resulting dSDA is much more efficient since only one quantity (instead of the original two to four) is computed iteratively. For large-scale problems, further efficiency is gained from the low-rank structures. This paper presents the theoretical aspects of the dSDA. A practical algorithm dSDA t with truncation and many illustrative numerical results will appear in a second paper.

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。

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