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The computational methods for solving the generalized eigenvalue problems of real symmetric matrices are crucial in fields such as structural dynamics analysis. As the scale of the problems to be solved increases, higher efficiency in solving eigenvalue problems is demanded. The LOBPCG (locally optimal block preconditioned conjugate gradient) method is a promising iterative algorithm suitable for solving large-scale eigenvalue problems, capable of quickly solving multiple extreme eigenpairs. In the LOBPCG, the preconditioner can be executed by calling the truncated PCG to approximately solve the ‘inner’ linear system. However, the convergence rate of the LOBPCG is highly sensitive to the quality of its preconditioner. Only when paired with an appropriate preconditioner, the LOBPCG is notably efficient in minimizing the iterations needed for convergence. This paper proposed a projection strategy which can enhance the quality of the preconditioner, thus improving the overall efficiency and stability of the LOBPCG. The projection strategy first utilizes intermediate vectors from the PCG iterations to construct search subspaces and constraint subspaces for oblique projection, and then executes the oblique projection in truncated PCG when solving inner linear system. This oblique projection technique can find a more accurate approximate solution which minimizes the 2-norm residuals in the search subspace without significantly increasing computational cost, thereby improving the quality of the preconditioner, thus accelerating convergence of the LOBPCG. Numerical experiments show that the projection strategy can improve the LOBPCG algorithm significantly in terms of efficiency and stability.
Rocznik
Tom
Strony
281--292
Opis fizyczny
Bibliogr. 30 poz., tab., wykr.
Twórcy
autor
- Department of Mechanics and Engineering Science, Peking University, Yiheyuan Road No. 5, 100871 Beijing, China
autor
- Department of Mechanics and Engineering Science, Peking University, Yiheyuan Road No. 5, 100871 Beijing, China
autor
- Intelligent Science & Technology Academy of CASIC, Fucheng Road No. 8, 100830 Beijing, China
autor
- Department of Mechanics and Engineering Science, Peking University, Yiheyuan Road No. 5, 100871 Beijing, China
Bibliografia
- [1] Balay, S., Abhyankar, S., Adams, M., Brown, J., Brune, P., Buschelman, K., Dalcin, L., Dener, A., Eijkhout, V., Gropp, W. et al. (2022). PETSc users manual, https://petsc.org/release/docs/manual.
- [2] Balay, S., Buschelman, K., Gropp, W.D., Kaushik, D., Knepley, M.G., McInnes, L.C., Smith, B.F. and Zhang, H. (2001). PETSc, http://www.mcs.anl.gov/petsc.
- [3] Bathe, K.-J. and Wilson, E.L. (1973). Solution methods for eigenvalue problems in structural mechanics, International Journal for Numerical Methods in Engineering 6(2): 213-226.
- [4] Bennighof, J.K. and Lehoucq, R.B. (2004). An automated multilevel substructuring method for eigenspace computation in linear elastodynamics, SIAM Journal on Scientific Computing 25(6): 2084-2106, DOI: 10.1137/S1064827502400650.
- [5] Collignon, T. and Gijzen, M.V. (2010). Two implementations of the preconditioned conjugate gradient method on heterogeneous computing grids, International Journal of Applied Mathematics and Computer Science 20(1): 109-121, DOI: 10.2478/v10006-010-0008-4.
- [6] Duersch, J.A., Shao, M., Yang, C. and Gu, M. (2018). A robust and efficient implementation of LOBPCG, SIAM Journal on Scientific Computing 40(5): C655-C676, DOI: 10.1137/17M1129830.
- [7] Erhel, J. and Frédéric, G. (1997). An Augmented Subspace Conjugate Gradient, PhD thesis, INRIA, Rennes.
- [8] Fan, X., Chen, P., Wu, R. and Xiao, S. (2014). Parallel computing study for the large-scale generalized eigenvalue problems in modal analysis, Science China Physics, Mechanics and Astronomy 57(3): 477-489.
- [9] Feng, Y. and Owen, D. (1996). Conjugate gradient methods for solving the smallest eigenpair of large symmetric eigenvalue problems, International Journal for Numerical Methods in Engineering 39(13): 2209-2229.
- [10] Geng, M. and Sun, S. (2023). Projection improved SPAI preconditioner for FGMRES, Numerical Mathematics: Theory, Methods and Applications 16(4): 1035-1052.
- [11] Guarracino, M., Perla, F. and Zanetti, P. (2006). A parallel block Lanczos algorithm and its implementation for the evaluation of some eigenvalues of large sparse symmetric matrices on multicomputers, International Journal of Applied Mathematics and Computer Science 16(2): 241-249.
- [12] Hernandez, V., Roman, J.E. and Vidal, V. (2003). SLEPc: Scalable Library for Eigenvalue Problem Computations, Lecture Notes in Computer Science 2565: 377-391.
- [13] Hernandez, V., Roman, J.E. and Vidal, V. (2005). SLEPc: A scalable and flexible toolkit for the solution of eigenvalue problems, ACM Transactions on Mathematical Software (TOMS) 31(3): 351-362.
- [14] Hetmaniuk, U. and Lehoucq, R. (2006). Basis selection in LOBPCG, Journal of Computational Physics 218(1): 324-332.
- [15] Il’in, V. (2019). Projection methods in Krylov subspaces, Journal of Mathematical Sciences 240(6): 772-782.
- [16] Knyazev, A.V. (2001). Toward the optimal preconditioned eigensolver: Locally optimal block preconditioned conjugate gradient method, SIAM Journal on Scientific Computing 23(2): 517-541.
- [17] Knyazev, A.V., Argentati, M.E., Lashuk, I. and Ovtchinnikov, E.E. (2007). Block locally optimal preconditioned eigenvalue xolvers (BLOPEX) in Hypre and PETSc, SIAM Journal on Scientific Computing 29(5): 2224-2239.
- [18] Kolodziej, S.P., Aznaveh, M., Bullock, M., David, J., Davis, T.A., Henderson, M., Hu, Y. and Sandstrom, R. (2019). The suitesparse matrix collection website interface, Journal of Open Source Software 4(35): 1244.
- [19] Kressner, D., Ma, Y. and Shao, M. (2023). A mixed precision LOBPCG algorithm, Numerical Algorithms 94(4): 1653-1671, DOI: 10.1007/s11075-023-01550-9.
- [20] Lanczos, C. (1950). An iteration method for the solution of the eigenvalue problem of linear differential and integral operators, Journal of Research of the National Bureau of Standards 45(4): 255-282.
- [21] Li, Y., Chen, P.Y., Du, T. and Matusik, W. (2023). Learning preconditioners for conjugate gradient PDE solvers, International Conference on Machine Learning, Honolulu, USA, pp. 19425-19439.
- [22] Roman, J.E., Campos, C., Romero, E. and Tomás, A. (2016). SLEPc users manual, Departamento di Sistemas Informàticos y Computación, Universitat Politècnica de València, TR DSIC-II/24/02, Rev 3.
- [23] Saad, Y. (2003). Iterative Methods for Sparse Linear Systems, SIAM, Philadelphia, USA.
- [24] Sleijpen, G.L. and Van der Vorst, H.A. (2000). A Jacobi-Davidson iteration method for linear eigenvalue problems, SIAM Review 42(2): 267-293.
- [25] Stathopoulos, A. and McCombs, J.R. (2010). PRIMME: PReconditioned Iterative MultiMethod Eigensolver: Methods and software description, ACM Transactions on Mathematical Software 37(2): 21:1-21:30.
- [26] Sulaiman, I.M., Kaelo, P., Khalid, R. and Nawawi, M.K.M. (2024). A descent generalized RMIL spectral gradient algorithm for optimization problems, International Journal of Applied Mathematics and Computer Science 34(2): 225-233, DOI: 10.61822/amcs-2024-0016.
- [27] Wu, L., Romero, E. and Stathopoulos, A. (2017). Primme svds: A high-performance preconditioned SVD solver for accurate large-scale computations, SIAM Journal on Scientific Computing 39(5): S248-S271, DOI: 10.1137/16M1082214.
- [28] Yin, J., Voss, H. and Chen, P. (2013). Improving eigenpairs of automated multilevel substructuring with subspace iterations, Computers & Structures 119(1): 115-124.
- [29] Yuan, M., Chen, P., Xiong, S., Li, Y. and Wilson, E.L. (1989). The WYD method in large eigenvalue problems, Engineering computations 6(1): 49-57.
- [30] Yuan, Y., Sun, S., Chen, P. and Yuan, M. (2021). Adaptive relaxation strategy on basic iterative methods for solving linear systems with single and multiple right-hand sides, Advances in Applied Mathematics and Mechanics 13(2): 378-403.
Uwagi
Opracowanie rekordu ze środków MNiSW, umowa nr POPUL/SP/0154/2024/02 w ramach programu "Społeczna odpowiedzialność nauki II" - moduł: Popularyzacja nauki (2025).
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-6d6b7f42-e0de-46be-bc84-1008ea9dcd78
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