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Numerical Algorithms

, Volume 69, Issue 3, pp 473–494 | Cite as

A block MINRES algorithm based on the band Lanczos method

  • Kirk M. Soodhalter
Original Paper

Abstract

We develop a block minimum residual (MINRES) algorithm for symmetric indefinite matrices. This version is built upon the band Lanczos method that generates one basis vector of the block Krylov subspace per iteration rather than a whole block as in the block Lanczos process. However, we modify the method such that the most expensive operations are still performed in a block fashion. The benefit of using the band Lanczos method is that one can detect breakdowns from scalar values arising in the computation, allowing for a handling of breakdown which is straightforward to implement. We derive a progressive formulation of the MINRES method based on the band Lanczos process and give some implementation details. Specifically, a simple reordering of the steps allows us to perform many of the operations at the block level in order to take advantage of communication efficiencies offered by the block Lanczos process. This is an important concern in the context of next-generation super computing applications. We also present a technique allowing us to maintain the block size by replacing dependent Lanczos vectors with pregenerated random vectors whose orthogonality against all Lanczos vectors is maintained. Numerical results illustrate the performance on some sample problems. We present experiments that show how the relationship between right-hand sides can affect the performance of the method.

Keywords

Symmetric matrices Block methods Krylov subspace methods Minimum residual methods Band Lanczos High-performance computing 

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Copyright information

© Springer Science+Business Media New York 2014

Authors and Affiliations

  1. 1.Industrial Mathematics InstituteJohannes Kepler UniversityLinzAustria

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