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通过受扰动启发的选主元加速预处理雅可比方法

Accelerating preconditioned Jacobi methods via perturbation-inspired pivoting

Nian Shao, Yuji Nakatsukasa

arXiv 2607.23187首次发表:更新:

AI 中文总结

研究对称特征值问题,基于谱隙信息提出新选主元策略,结合混合精度预处理器,在原始矩阵有聚类特征值时,该策略显著优于经典贪心方法。

AI 中文摘要

对称矩阵的扰动理论表明,谱隙小的特征值对非对角扰动更敏感,这意味着不同元素对特征值的影响不均衡。基于此,我们将谱隙信息纳入对称特征值问题的雅可比方法,提出一种新的选主元策略,该策略与仅由非对角元素大小决定的经典策略完全不同。结合将矩阵对角化到低精度的混合精度预处理器,数值实验表明,当原始矩阵具有聚类特征值时,所得策略能显著优于经典贪心方法。

英文摘要

Perturbation theory for symmetric matrices shows that eigenvalues with small spectral gaps are more sensitive to off-diagonal perturbation, implying that different entries affect the eigenvalues unevenly. Building on this insight, we incorporate spectral gap information into the Jacobi method for symmetric eigenvalue problems and propose a new pivoting strategy, which is completely different from classical ones governed solely by the magnitude of the off-diagonal entries. When combined with a mixed-precision preconditioner that diagonalizes the matrix to low precision, numerical experiments demonstrate that the resulting strategy can significantly outperform the classical greedy approach when the original matrix has clustered eigenvalues.

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