arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2408.00488math.NAcs.NA
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用于复平移拉普拉斯系统的基于绝对值的预条件子

Absolute-value based preconditioner for complex-shifted Laplacian systems

Xuelei Lin, Congcong Li, Sean Hon

AI总结:

本文针对复平移拉普拉斯系统提出一种基于绝对值的预条件子,通过2×2分块实等价改写和快速正弦变换实现快速求逆,并证明MINRES求解器具有与矩阵规模无关的线性收敛速率,数值实验验证了其近最优复杂度和高效性。

摘要:

复平移拉普拉斯系统在众多应用中出现。本文提出一种基于绝对值的预条件子,用于求解复平移拉普拉斯系统。在该方法中,复平移拉普拉斯系统被等价改写为一个2×2分块实线性系统。利用常系数拉普拉斯算子均匀网格离散的Toeplitz结构,分块实矩阵的绝对值可通过快速正弦变换快速求逆。对于更一般的系数函数,我们对系数函数取平均,并以平均后矩阵的绝对值作为预条件子。在关于复平移的假设下,我们从理论上证明预条件矩阵的特征值绝对值上下界为与矩阵规模无关的常数,这表明MINRES求解器具有与矩阵规模无关的线性收敛速率。有趣的是,数值结果表明,即使不满足关于复平移的假设,所提预条件子仍然有效。所提预条件子的快速可逆性以及预条件MINRES求解器的稳健收敛速率,使得所提求解器具有线性对数(近最优)复杂度。通过若干数值算例,将所提预条件子与多种现有最优预条件子进行比较,以展示所提预条件子的高效性。

英文摘要:

The complex-shifted Laplacian systems arising in a wide range of applications. In this work, we propose an absolute-value based preconditioner for solving the complex-shifted Laplacian system. In our approach, the complex-shifted Laplacian system is equivalently rewritten as a $2\times 2$ block real linear system. With the Toeplitz structure of uniform-grid discretization of the constant-coefficient Laplacian operator, the absolute value of the block real matrix is fast invertible by means of fast sine transforms. For more general coefficient function, we then average the coefficient function and take the absolute value of the averaged matrix as our preconditioner. With assumptions on the complex shift, we theoretically prove that the eigenvalues of the preconditioned matrix in absolute value are upper and lower bounded by constants independent of matrix size, indicating a matrix-size independent linear convergence rate of MINRES solver. Interestingly, numerical results show that the proposed preconditioner is still efficient even if the assumptions on the complex shift are not met. The fast invertibility of the proposed preconditioner and the robust convergence rate of the preconditioned MINRES solver lead to a linearithmic (nearly optimal) complexity of the proposed solver. The proposed preconditioner is compared with several state-of-the-art preconditioners via several numerical examples to demonstrate the efficiency of the proposed preconditioner.

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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