In this paper, we develop an implicitly restarted block Arnoldi algorithm in a vector-wise fashion. The vector-wise construction greatly simplifies both the detection of necessary deflation and the actual deflation it...In this paper, we develop an implicitly restarted block Arnoldi algorithm in a vector-wise fashion. The vector-wise construction greatly simplifies both the detection of necessary deflation and the actual deflation itself, so it is preferable to the block-wise construction. The numerical experiment shows that our algorithm is effective.展开更多
A large unsymmetric linear system problem is transformed into the problem of computing the eigenvector of a large symmetric nonnegative definite matrix associated with the eigenvalue zero, i.e., the computation of the...A large unsymmetric linear system problem is transformed into the problem of computing the eigenvector of a large symmetric nonnegative definite matrix associated with the eigenvalue zero, i.e., the computation of the elgenvector of the cross-product matrix of an augmented matrix associated with the eigenvalue zero. The standard Lanczos method and an improved refined Lanczos method are proposed that compute approximate eigenvectors and return approximate solutions of the linear system. An implicitly restarted Lanczos algorithm and its refined version are developed. Theoretical analysis and numerical experiments show the refined method is better than the standard one. If the large matrix has small eigenvalues, the two new algorithms are much faster than the unpreconditioned restarted GMRES.展开更多
The singular value decomposition problem is mathematically equivalent to the eigenproblem of an argumented matrix. Golub et al. give a bidiagonalization Lanczos method for computing a number of largest or smallest sin...The singular value decomposition problem is mathematically equivalent to the eigenproblem of an argumented matrix. Golub et al. give a bidiagonalization Lanczos method for computing a number of largest or smallest singular values and corresponding singular vertors, but the method may encounter some convergence problems. In this paper we analyse the convergence of the method and show why it may fail to converge. To correct this possible nonconvergence, we propose a refined bidiagonalization Lanczos method and apply the implicitly restarting technique to it, and we then present an implicitly restarted bidiagonalization Lanczos algorithm(IRBL) and an implicitly restarted refined bidiagonalization Lanczos algorithm (IRRBL). A new implicitly restarting scheme and a reliable and efficient algorithm for computing refined shifts are developed for this special structure eigenproblem.Theoretical analysis and numerical experiments show that IRRBL performs much better than IRBL.展开更多
In this paper we study the algorithms and their parallel implementation for solving large-scale generalized eigenvalue problems in modal analysis.Three predominant subspace algorithms,i.e.,Krylov-Schur method,implicit...In this paper we study the algorithms and their parallel implementation for solving large-scale generalized eigenvalue problems in modal analysis.Three predominant subspace algorithms,i.e.,Krylov-Schur method,implicitly restarted Arnoldi method and Jacobi-Davidson method,are modified with some complementary techniques to make them suitable for modal analysis.Detailed descriptions of the three algorithms are given.Based on these algorithms,a parallel solution procedure is established via the PANDA framework and its associated eigensolvers.Using the solution procedure on a machine equipped with up to 4800processors,the parallel performance of the three predominant methods is evaluated via numerical experiments with typical engineering structures,where the maximum testing scale attains twenty million degrees of freedom.The speedup curves for different cases are obtained and compared.The results show that the three methods are good for modal analysis in the scale of ten million degrees of freedom with a favorable parallel scalability.展开更多
基金This work is supported by National Natural Science Foundation of China No. 10531080.
文摘In this paper, we develop an implicitly restarted block Arnoldi algorithm in a vector-wise fashion. The vector-wise construction greatly simplifies both the detection of necessary deflation and the actual deflation itself, so it is preferable to the block-wise construction. The numerical experiment shows that our algorithm is effective.
文摘A large unsymmetric linear system problem is transformed into the problem of computing the eigenvector of a large symmetric nonnegative definite matrix associated with the eigenvalue zero, i.e., the computation of the elgenvector of the cross-product matrix of an augmented matrix associated with the eigenvalue zero. The standard Lanczos method and an improved refined Lanczos method are proposed that compute approximate eigenvectors and return approximate solutions of the linear system. An implicitly restarted Lanczos algorithm and its refined version are developed. Theoretical analysis and numerical experiments show the refined method is better than the standard one. If the large matrix has small eigenvalues, the two new algorithms are much faster than the unpreconditioned restarted GMRES.
文摘The singular value decomposition problem is mathematically equivalent to the eigenproblem of an argumented matrix. Golub et al. give a bidiagonalization Lanczos method for computing a number of largest or smallest singular values and corresponding singular vertors, but the method may encounter some convergence problems. In this paper we analyse the convergence of the method and show why it may fail to converge. To correct this possible nonconvergence, we propose a refined bidiagonalization Lanczos method and apply the implicitly restarting technique to it, and we then present an implicitly restarted bidiagonalization Lanczos algorithm(IRBL) and an implicitly restarted refined bidiagonalization Lanczos algorithm (IRRBL). A new implicitly restarting scheme and a reliable and efficient algorithm for computing refined shifts are developed for this special structure eigenproblem.Theoretical analysis and numerical experiments show that IRRBL performs much better than IRBL.
基金supported by the National Defence Basic Fundamental Research Program of China(Grant No.C1520110002)the Fundamental Development Foundation of China Academy Engineering Physics(Grant No.2012A0202008)
文摘In this paper we study the algorithms and their parallel implementation for solving large-scale generalized eigenvalue problems in modal analysis.Three predominant subspace algorithms,i.e.,Krylov-Schur method,implicitly restarted Arnoldi method and Jacobi-Davidson method,are modified with some complementary techniques to make them suitable for modal analysis.Detailed descriptions of the three algorithms are given.Based on these algorithms,a parallel solution procedure is established via the PANDA framework and its associated eigensolvers.Using the solution procedure on a machine equipped with up to 4800processors,the parallel performance of the three predominant methods is evaluated via numerical experiments with typical engineering structures,where the maximum testing scale attains twenty million degrees of freedom.The speedup curves for different cases are obtained and compared.The results show that the three methods are good for modal analysis in the scale of ten million degrees of freedom with a favorable parallel scalability.
