Deflated block Krylov subspace methods for large scale eigenvalue problems

Preconditioned Krylov Subspace Methods for Eigenvalue Problems

A Framework for Deflated and Augmented Krylov Subspace Methods

We consider deflation and augmentation techniques for accelerating the convergence of Krylov subspace methods for the solution of nonsingular linear algebraic systems. Despite some formal similarity, the two techniques are conceptually different from preconditioning. Deflation (in the sense the term is used here) “removes” certain parts from the operator making it singular, while augmentation a...

Domain Decomposition Methods and Deflated Krylov Subspace Iterations

The balancing Neumann-Neumann (BNN) and the additive coarse grid correction (BPS) preconditioner are fast and successful preconditioners within domain decomposition methods for solving partial differential equations. For certain elliptic problems these preconditioners lead to condition numbers which are independent of the mesh sizes and are independent of jumps in the coefficients (BNN). Here w...

Krylov Subspace Methods for Large-Scale Constrained Sylvester Equations

We consider the numerical approximation to the solution of the matrix equation A1X+XA2 −Y C = 0 in the unknown matrices X, Y , under the constraint XB = 0, with A1, A2 of large dimensions. We propose a new formulation of the problem that entails the numerical solution of an unconstrained Sylvester equation. The spectral properties of the resulting coefficient matrices call for appropriately des...

Solving Large-scale Quadratic Eigenvalue Problems with Hamiltonian Eigenstructure Using a Structure-preserving Krylov Subspace Method

We consider the numerical solution of quadratic eigenproblems with spectra that exhibit Hamiltonian symmetry. We propose to solve such problems by applying a Krylov-Schur-type method based on the symplectic Lanczos process to a structured linearization of the quadratic matrix polynomial. In order to compute interior eigenvalues, we discuss several shift-and-invert operators with Hamiltonian str...