论文标题
Sylvester矩阵方程
Compress-and-restart block Krylov subspace methods for Sylvester matrix equations
论文作者
论文摘要
Block Krylov子空间方法(KSM)包括许多最先进的求解器中的构建块,用于大规模矩阵方程,例如,由于部分微分方程的离散化。虽然扩展和理性的块Krylov子空间方法可在多项式块KSM上进行迭代计数的重大降低,但它们还需要用于系数矩阵的可靠求解器,并且这些求解器通常是迭代方法本身。设计可用内存以及Krylov子空间的尺寸的方案并不难是有限的。在线性系统和特征值问题的这种情况下,重新启动是一种探索的良好的技术,用于减轻内存约束。在这项工作中,此类重新启动技术应用于具有压缩步骤的矩阵方程的多项式KSM,以控制残差的增长等级。还进行了错误分析,导致启发式方法用于动态调整每个重新启动周期中的基尺寸。一组数值实验证明了新方法在扩展块KSM方面的有效性。
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 such scenarios for linear systems and eigenvalue problems, restarting is a well explored technique for mitigating memory constraints. In this work, such restarting techniques are applied to polynomial KSMs for matrix equations with a compression step to control the growing rank of the residual. An error analysis is also performed, leading to heuristics for dynamically adjusting the basis size in each restart cycle. A panel of numerical experiments demonstrates the effectiveness of the new method with respect to extended block KSMs.