Skip to main content
Log in

A New Shifted Block GMRES Method with Inexact Breakdowns for Solving Multi-Shifted and Multiple Right-Hand Sides Linear Systems

  • Published:
Journal of Scientific Computing Aims and scope Submit manuscript

Abstract

We consider the efficient solution of linear systems with multiple shifts and multiple right-hand sides given simultaneously that arise frequently in large-scale scientific and engineering simulations. We introduce a new shifted block GMRES method that can solve the whole sequence of linear systems simultaneously, it handles effectively the situation of inexact breakdowns in the inner block Arnoldi procedure for improved robustness, and recycles spectral information at restart to achieve faster convergence. Numerical experiments are reported on a suite of sparse matrix problems and in realistic quantum chromodynamics application to show the potential of the new proposed method to solve general multi-shifted and multiple right-hand sides linear systems fast and efficiently.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3

Similar content being viewed by others

Notes

  1. https://zenodo.org/record/56157#.WtTbCvknbCA.

References

  1. Agullo, E., Giraud, L., Jing, Y.-F.: Block GMRES method with inexact breakdowns and deflated restarting. SIAM J. Matrix Anal. Appl. 35(4), 1625–1651 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  2. Baglama, J., Calvetti, D., Golub, G.H., Reichel, L.: Adaptively preconditioned GMRES algorithms. SIAM J. Sci. Comput. 20(1), 243–269 (1998)

    Article  MathSciNet  MATH  Google Scholar 

  3. Bakhos, T., Kitanidis, P., Ladenheim, S., Saibaba, A.K., Szyld, D.: Multipreconditioned GMRES for shifted systems. SIAM J. Sci. Comput. 39(5), S222–S247 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  4. Baumann, M., Van Gijzen, M.B.: Nested Krylov methods for shifted linear systems. SIAM J. Sci. Comput. 37(5), S90–S112 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  5. Boyse, W.E., Seidl, A.A.: A block QMR method for computing multiple simultaneous solutions to complex symmetric systems. SIAM J. Sci. Comput. 17(1), 263–274 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  6. Calandra, H., Gratton, S., Lago, R., Vasseur, X., Carvalho, L.M.: A modified block flexible GMRES method with deflation at each iteration for the solution of non-hermitian linear systems with multiple right-hand sides. SIAM J. Sci. Comput. 35(5), S345–S367 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  7. Calandra, H., Gratton, S., Langou, J., Pinel, X., Vasseur, X.: Flexible variants of block restarted GMRES methods with application to geophysics. SIAM J. Sci. Comput. 34(2), A714–A736 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  8. Carpentieri, B.: A matrix-free two-grid preconditioner for boundary integral equations in electromagnetism. Computing 77(3), 275–296 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  9. Carpentieri, B., Duff, I.S., Giraud, L.: A class of spectral two-level preconditioners. SIAM J. Sci. Comput. 25(2), 749–765 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  10. Carpentieri, B., Giraud, L., Gratton, S.: Additive and multiplicative two-level spectral preconditioning for general linear systems. SIAM J. Sci. Comput. 29(4), 1593–1612 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  11. Darnell, D., Morgan, R.B., Wilcox, W.: Deflated GMRES for systems with multiple shifts and multiple right-hand sides. Linear Algebra Appl. 429(10), 2415–2434 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  12. Davis, T.A., Hu, Y.: The University of Florida sparse matrix collection. ACM Trans Math Softw. 38(1), 1–25 (2011)

    MathSciNet  MATH  Google Scholar 

  13. Elbouyahyaoui, L., Messaoudi, A., Sadok, H.: Algebraic properties of the block GMRES and block Arnoldi method. Electron. Trans. Numer. Anal. 33, 207–220 (2009)

    MathSciNet  MATH  Google Scholar 

  14. Frommer, A.: BiCGStab(l) for families of shifted linear systems. Computing 70(2), 87–109 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  15. Frommer, A., Glässner, U.: Restarted GMRES for shifted linear systems. SIAM J. Sci. Comput. 19(1), 15–26 (1998)

    Article  MathSciNet  MATH  Google Scholar 

  16. Frommer, A., Lund, K., Szyld, D.B.: Block Krylov subspace methods for functions of matrices. Electron. Trans. Numer. Anal. 47, 100–126 (2017)

    MathSciNet  MATH  Google Scholar 

  17. Frommer, A., Nöckel, B., Güsken, S., Lippert, T., Schilling, K.: Many masses on one stroke: economic computation of quark propagators. Int. J. Mod. Phys. C 06(05), 627–638 (1995)

    Article  Google Scholar 

  18. Greenbaum, A.: Iterative Methods for Solving Linear Systems. Frontiers in Applied Mathematics. SIAM, Philadelphia (1997)

    Book  MATH  Google Scholar 

  19. Greenbaum, A., Pták, V., Strakoĕk, Z.: Any nonincreasing convergence curve is possible for GMRES. SIAM J. Matrix Anal. Appl. 17, 465–469 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  20. Gu, G.-D., Zhou, X.-L., Lin, L.: A flexible preconditioned Arnoldi method for shifted linear systems. J. Comp. Math. 522–530 (2007)

  21. Gutknecht, M.H.: Block Krylov space methods for linear systems with multiple right-hand sides: an introduction. In: Siddiqi, A.H., Duff, I.S., Christensen, O. (eds.) Modern Mathematical Models. Methods and Algorithms for Real World Systems, pp. 420–447. Anamaya Publishers, New Delhi (2007)

    Google Scholar 

  22. Haveliwala, T.H.: Topic-sensitive pagerank: a context-sensitive ranking algorithm for web search. IEEE Trans. Knowl. Data Eng. 15(4), 784–796 (2003)

    Article  Google Scholar 

  23. Jegerlehner, B.: Krylov space solvers for shifted linear systems. arXiv preprint arXiv:hep-lat/9612014 (1996)

  24. Jing, Y.-F., Huang, T.-Z.: Restarted weighted full orthogonalization method for shifted linear systems. Comput. Math. Appl. 57(9), 1583–1591 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  25. Jing, Y.-F., Yuan, P., Huang, T.-Z.: A simpler GMRES and its adaptive variant for shifted linear systems. Numer. Linear Algebra Appl. 24, e2076 (2017). https://doi.org/10.1002/nla.2076

    Article  MathSciNet  MATH  Google Scholar 

  26. Lago, R.F.: A study on block flexible iterative solvers with applications to Earth imaging problem in geophysics. Ph.D. thesis, École Doctorale Mathématiques, Informatique et Télécommunications (Toulouse) (2013)

  27. Lehoucq, R.B., Sorensen, D.C., Yang, C.: ARPACK Users’ Guide: Solution of Large Scale Eigenvalue Problems with Implicitly Restarted Arnoldi Methods. SIAM, Philadelphia (1998)

    Book  MATH  Google Scholar 

  28. Meerbergen, K., Bai, Z.: The Lanczos method for parameterized symmetric linear systems with multiple right-hand sides. SIAM J. Matrix Anal. Appl. 31(4), 1642–1662 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  29. Morgan, R.B.: A restarted GMRES method augmented with eigenvectors. SIAM J. Matrix Anal. Appl. 16(4), 1154–1171 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  30. Morgan, R.B.: Implicitly restarted GMRES and Arnoldi methods for nonsymmetric systems of equations. SIAM J. Matrix Anal. Appl. 21(4), 1112–1135 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  31. Morgan, R.B.: GMRES with deflated restarting. SIAM J. Sci. Comput. 24(1), 20–37 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  32. Morgan, R.B.: Restarted block-GMRES with deflation of eigenvalues. Appl. Numer. Math. 54(2), 222–236 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  33. Paige, C.C., Parlett, B.N., Van der Vorst, H.A.: Approximate solutions and eigenvalue bounds from Krylov subspaces. Numer. Linear Algebra Appl. 2(2), 115–133 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  34. Parks, M., Soodhalter, K., Szyld, D.: A block recycled GMRES method with investigations into aspects of solver performance. Temple University Tech, Report (2017)

  35. Robbé, M., Sadkane, M.: Exact and inexact breakdowns in the block GMRES method. Linear Algebra Appl. 419(1), 265–285 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  36. Saad, Y.: Iterative Methods for Sparse Linear Systems, 2nd edn. SIAM, Philadelphia (2003)

    Book  MATH  Google Scholar 

  37. Saibaba, A.K., Bakhos, T., Kitanidis, P.K.: A flexible Krylov solver for shifted systems with application to oscillatory hydraulic tomography. SIAM J. Sci. Comput. 35(6), A3001–A3023 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  38. Soodhalter, K., Szyld, D., Xue, F.: Krylov subspace recycling for sequences of shifted linear systems. Appl. Numer. Math. 81, 105–118 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  39. Soodhalter, K.M.: Block Krylov subspace recycling for shifted systems with unrelated right-hand sides. SIAM J. Sci. Comput. 38(1), A302–A324 (2016)

    Article  MathSciNet  Google Scholar 

  40. Sun, D.-L., Huang, T.-Z., Carpentieri, B., Jing, Y.-F.: Flexible and deflated variants of the block shifted GMRES method. J. Comput. Appl. Math. 345, 168–183 (2019)

    Article  MathSciNet  MATH  Google Scholar 

  41. Sun, D.-L., Huang, T.-Z., Jing, Y.-F., Carpentieri, B.: A block GMRES method with deflated restarting for solving linear systems with multiple shifts and multiple right-hand sides. Numer. Linear Algebra Appl. https://doi.org/10.1002/nla.2148 (2018)

  42. Wu, G., Wang, Y.-C., Jin, X.-Q.: A preconditioned and shifted GMRES algorithm for the pagerank problem with multiple damping factors. SIAM J. Sci. Comput. 34(5), A2558–A2575 (2012)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

This research is supported by NSFC (61772003). The first author is also funded by the University of Groningen Ubbo Emmius scholarship. Finally, we would like to thank the anonymous referees for their valuable remarks, questions, and comments that enabled us to improve this paper.

Author information

Authors and Affiliations

Authors

Corresponding authors

Correspondence to Ting-Zhu Huang or Yan-Fei Jing.

Additional information

The original version of this article was revised with correct figure 1.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Sun, DL., Huang, TZ., Carpentieri, B. et al. A New Shifted Block GMRES Method with Inexact Breakdowns for Solving Multi-Shifted and Multiple Right-Hand Sides Linear Systems. J Sci Comput 78, 746–769 (2019). https://doi.org/10.1007/s10915-018-0787-6

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10915-018-0787-6

Keywords

Navigation