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Deflated shifted block Krylov subspace methods for Hermitian positive definite matrices / von Sebastian Birk. Wuppertal, 2015
Inhalt
Introduction
Outline
Notation and Abbreviations
Basic Definitions
Iterative Methods
Splitting Methods
Krylov Subspace Methods
The Arnoldi Process
The Lanczos Process
The Two-Sided Lanczos Process
Conjugate Gradients
GMRES
QMR
Matrix Functions
Definition and Properties
Jordan Canonical Form Definition
Polynomial Interpolation Definition
Cauchy Integral Definition
Properties
The Matrix Sign Function
Approximating f(A)
Matrix Iterations
Padé Approximations
n-Point Padé Approximations
Optimal Approximations
Approximating f(A)b
Krylov Subspace Approximation for f(A)b
Rational Approximation for f(A)b
Applications
Lattice Quantum Chromodynamics
The Wilson-Dirac Operator
Hadron Spectroscopy
The Overlap Operator
The Rational Hybrid Monte Carlo Algorithm
Inverse Problems
Ill-Posed Inverse Problems
Image Deconvolution
Krylov Subspace Methods for Shifted Systems
Shifted CG
Recurrences for the Unshifted System
Recurrences for the Shifted System
A Feasible Stopping Criterion
The Shifted CG Algorithm
Convergence of Shifted CG
Restarted Shifted CG
Idea of Restarted Shifted CG
The Restarted Shifted CG Algorithm
Convergence of Restarted Shifted CG
Krylov Subspace Methods for Multiple RHS
Seed Methods
Single Seed Method
Seed-CG
Deflation Methods
eigCG
Incremental eigCG
Block Methods
Block Krylov Subspaces
Bases for Block Krylov Subspaces
The Need for Deflation
Block CG
Retooled Block CG
Krylov Subspace Methods for Shifted Block Systems
Deflated Block Lanczos Processes
Deflated Block Krylov Subspaces
Two-Sided Deflated Block Lanczos-Type Process
Deflated Block Lanczos-Type Process
Block-Featured Deflated Lanczos-Type Process
DSBlockCG
A Deflated Block CG Method
Stopping Criterion for the Deflated Block CG Method
The Deflated Shifted Block CG Method
The DSBlockCG Algorithm
BFDSCG
A Block-Featured Deflated CG Method
Stopping Criterion
Deflation in the Block-Featured Deflated CG Method
The Block-Featured Deflated Shifted CG Method
The BFDSCG Algorithm
Shifted BCGrQ
Numerical Results
Implementation Details and Test Problems
Sparse Matrices
Wilson-Dirac Operator Implementation
Image Convolution Operator Implementation
Lanczos-Type Processes Tests
Comparison of Methods for Solving Shifted Block Systems
Lattice QCD - Prerequisites
Lattice QCD - Methods
Lattice QCD - Results
Image Deconvolution - Prerequisites
Image Deconvolution - Methods
Image Deconvolution - Results
Comparison of Methods for Solving Block Systems
Conclusion for the Numerical Results
Conclusion and Outlook
List of Figures
List of Tables
List of Algorithms
Index
Bibliography