TU-Dresden            GAMM Workshop
Applied and Numerical Linear Algebra
Dresden   2005
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September 5, 2005
 
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Abstracts of the talks
 
Baur    Betcke    Beyn    Bollhöfer    Borovac    Bunse-Gerstner    Duintjer Tebbens    Eiermann    Elßel    Ernst    Fischer    Janovska    Janovský    Jarlebring    Kressner    Langer    Laszkiewicz   Markievicz    Mehrmann    Neymeyr    Popa    Schreiber    Schröder    Spence    Stoll    Strakos    Szulc    Ullmann    Virnik    Wagner    Willems    Ziętak  
 
Ulrike Baur    pdf-file

Timo Betcke

Solving Planar Eigenvalue Problems with the Generalized Singular Value Decomposition

One approach to solve the Laplace eigenvalue problem on a planar domain with zero Dirichlet boundary conditions is to approximate the eigenfunctions from a space of particular solutions that satisfy the eigenvalue equation but not necessarily the boundary conditions. This Method of Particular Solutions was made famous by Fox, Henrici and Moler in 1967 who used it to compute the first 10 eigenvalues on the L-shaped domain. Unfortunately, their method becomes unstable for more complicated domains including domains with several corner singularities.

In this talk we show how the reformulation of the Method of Particular Solutions as a generalized singular value problem leads to a stable method to compute eigenvalues and eigenfunctions on a variety of domains. The high accuracy and stability of this approach is discussed and a geometric interpretation of the generalized singular values in connection with the Laplace eigenvalue problem is given.

This is joint work with L. N. Trefethen.

Wolf-Jürgen Beyn

Continuation and Large-Scale Eigenvalue Problems

Spatial discretizations of time dependent partial differential equations typically lead to dynamical systems of large dimension with vector fields that have sparse Jacobians. When following branches of steady states for such systems the relevant stability information can be read off from the eigenvalues of the Jacobians. Since one is, usually, only interested in a small critical subset of the spectra this leads to the problem of continuation for low-dimensional invariant subspaces of parametrized large matrices.

In the talk we give an overview of approaches and algorithms for solving this problem. Special issues discussed are:

  • Locate the small spectral subset and control the dimension of the invariant subspace during continuation
  • Make efficient use of (iterative or direct) black box solvers for the linear systems involved
  • Synchronize the continuation of invariant subspaces with that of the original bifurcation problem.
We will also discuss how these methods can be extended to generalized and quadratic eigenvalue problems and show some examples from reaction diffusion systems.

Matthias Bollhöfer

Eigenvalue Computation Methods for the Anderson Model of Localization

We propose efficient preconditioning algorithms for an eigenvalue problem arising in quantum physics, namely the computation of a few interior eigenvalues and their associated eigenvectors for the large scale sparse real and symmetric indefinite matrices of the Anderson model of localization.Our preconditioning approaches for the associated shift-and-invert systems are based on maximum weighted matchings and algebraic multilevel incomplete $LDL^T$ factorizations.

Our numerical examples indicate that recent algebraic multilevel preconditioning solvers can accelerative the computation of the underlying large-scale eigenvalue problem by several orders of magnitude compared with previous approaches.

Stefan Borovac

Graph Based Reordering and the Convergence of Multiplicative Schwarz Methods for Singular Systems

It is known that the convergence of multiplicative Schwarz methods is not guaranteed for singular systems. We present a graph based method that allows one to find a partition of the underlying system and an order of the operators such that convergence will be achieved.

Those reorderings are applicable to irreducible singular M-matrices and stochastic matrices.

Angelika Bunse-Gerstner

Preconditioned LSQR for Discrete Ill-Posed Problems

A modified version of the two-level preconditioned iterative method is presented. The two-level Schur complement CG is applied We propose here the application of the on the unregularized problem and the introduction of the regularization process for solving only one of the linear systems produced by the algorithm. The modified algorithm is substantially cheaper and numerical examples show similar approximations in both cases. A novel basis for the coarse subspace is incorporated in the analysis. Numerical experiments for some test problems and a practical scattering problem are presented.

Jurjen Duintjer Tebbens

Preconditioning of Sequences of Large, Sparse, Nonsymmetric Linear Systems

The talk addresses the following problem: Given a sequence of linear systems and a preconditioner for the initial system, how can we update this preconditioner in order to obtain both accurate and cheaply computable and applicable preconditioners for the systems to follow ? We present some options to achieve this for sequences of large, sparse, nonsymmetric linear algebraic equations, such as those arising from nonlinear discretized partial differential equations.

The presented work is joint work with Miroslav Tuma.

Michael Eiermann

Arnoldi for Matrix Functions: Convergence Theory

Kolja Elßel

Modal Reduction for Nonlinear Eigenvalue Problems

The modal condensation method AMLS has been succesfully applied to large sparse generalized eigenvalue problems originating from vibrational analysis in structural mechanics. We have modified and applied this method to a number of different nonlinear eigenvalue problems. In this presentation we give a brief overview of the techniques we used during our studies and some numerical results.

This is a joint work with Heinrich Voss.

Oliver Ernst

Arnoldi for Matrix Functions: Algorithms

We present recent work on a restarting technique for Krylov subspace approximations of a matrix function times a vector. While such restarting approaches are straightforward for Krylov methods for solving linear systems -- the case f(z)=1/z -- this is not the case for general, particularly non-rational functions.

We derive such a general restarting scheme and discuss its stable implementation.

Sigrid Fischer

Solving Complex Symmetric Linear Systems - Efficient Preconditioners for the CSYM Iterative Method

Among the solvers that use and preserve the symmetric structure of the system are the CSYM method, developped by Bunse-Gerstner/Stöver [1992] and complex symmetric variants of the QMR method (CQMR). The CSYM method has two advantages over the CQMR method: it has the desirable minimal residual property and breakdowns do not occur.In this talk we present theoretical and practical results concerning appropriate preconditioners for the CSYM method.

Drahoslava Janovská

Fast Givens' Reduction of a Quaternion-Valued Matrix

For a reduction of a quaternion valued matrix, a product of Givens rotations for each column has to be computed. The number of real operations necessary to perform this reduction is relatively large. One of the way how to reduce the number is to apply the Fast Givens algorithm.

Vladimír Janovský

On Computing Analytic Singular Value Decomposition

The aim is to trace selected singular values and the relevant left/right singular vectors. A pathfollowing predictor-corrector technique is considered: The problem is formulated as a contnuation of a set of overdetermined nonlinear equations that depend on a parameter. Singularities on the path will be investigated.

Elias Jarlebring    pdf-file

Daniel Kressner

Structured Condition Numbers and Iterative Refinement for Invariant Subspaces

Based on orthogonal decompositions of Sylvester operators, a perturbation analysis for invariant subspaces of structured matrices and deflating subspaces of matrix pencils is presented. This analysis leads to simple expressions for the corresponding structured condition numbers and structure-preserving correction methods. The structures that can be covered by this analysis include Hamiltonian, product, orthogonal, symplectic and palindromic eigenvalue problems. This is joint work with Ralph Byers.

Peter Langer

The Jacobi-Davidson Method for Calculating Rovibronic Energy Levels of Triatomic Molecules

The numerical solution of the time-independent Schrödinger equation has a prominent role to play in quantum chemistry. The eigenvalues of the (molecular) Hamiltonian operator correspond to the energy levels of the molecule under consideration. The usual approach is to consider a finite-dimensional matrix eigenvalue problem instead (obtained by means of Rayleigh-Ritz projection). Since the dimension of the arising matrices can be quite large (n > 60000) and since one is typically only interested in a moderate number k << n of the lowest eigenvalues, iterative eigensolvers -- especially the Jacobi-Davidson method -- seem to be a natural choice to address the problem.

In this talk we will show how the Jacobi-Davidson method can sucessfully be applied in this context (including aspects such as effective matrix-vector multiplication, suitable preconditioners and information extraction).

Marta Markiewicz    pdf-file

Christian Mehl

Three Methods for the Solution of Palindromic Eigenvalue Problems

This talk is canceled.

Volker Mehrmann    pdf-file

Klaus Neymeyr

Preconditioning in Eigenvalue Computations

The topic of this survey talk is the numerical solution of extremely large and ill-conditioned eigenvalue problems by means of preconditioned iterations. For these eigenproblems, which derive from the finite element discretization of self-adjoint elliptic partial differential operators, we consider ``matrix-free'' iterations. Typically the discretization and the mass matrix are not needed explicitly, but only matrix-vector products are to be provided.

In many instances preconditioning for the eigenvalue problem is used in combination with inner-outer iterations. The outer iteration is a classical shift-and-invert scheme and the inner loop is a preconditioned linear system solver. Even more efficient are preconditioned Krylov-type-iterations in a form adapted to the eigenvalue problem. These methods take advantage of the Rayleigh-Ritz procedure as an effective minimizer.

In the talk several iterations are systematically derived by a comparison of the boundary value and of the eigenvalue problem. The best preconditioned solvers for the eigenvalue problem can reach an effectiveness comparable to that known from preconditioned conjugate gradient iterations.

Kathrin Schreiber

A New Half-Step Jacobi-Davidson Like Update Formula of Order 2.62 for Nonlinear Eigenvalue Problems

Starting from a bifurcation-point based Jacobi-Davidson like twosided method we introduce a new version for nonlinear eigenvalue problems T(μ)x=0.
The new algorithm involves solving an extra Rayleigh-Quotient before solving the dual equation with new updates. It can be shown that the R-order of convergence increases to τ=½(3+√5) = 2.618 .
Numerical results are presented.

This is joint work with Hubert Schwetlick.

Christian Schröder

First Steps towards the Solution of the Palindromic Eigenvalue Problem

A palindromic eigenvalue problem is the generalized eigenvalue problem for the pencil (A,B), where B is the transpose of A. Thus reversing the order of A and B (and transposing) results in the same problem. This explains the term palindromic. This simple stucture is reason for a remarkable symmetry property of the spectrum. Hence, the desire arises to keep the structure. It is shown that this desire is not easily fulfilled. Further some early results are presented to circumvent those problems.

Constantin Popa

Approximate Orthogonalization for Discrete Regularization of First Kind Integral Equations

In 1970 S. Kovarik proposed and analysed some algorithms for approximate orthogonalization of finite subsets of linearly independent vectors from a given Hilbert space. In the present paper we present a modified Kovarik-like algorithm for numerical solution of arbitrary symmetric least-squares problems. Moreover, based on a singular value decomposition of the problem matrix, we derive some regularization properties which we apply in numerical solution of collocation discretization for some classes of first kind integral equations.

Alastair Spence

Inexact Inverse Iteration: Error Analysis, Preconditioning and Experiments

In this talk we discuss inexact inverse iteration for solving the generalised eigenvalue problem. We present a convergence theory based on Newton's method, and hence obtain convergence rates for various versions of inexact inverse iteration. We also discuss preconditioned iterative solves and show how to ''tune'' the preconditioner to the eigenvalue problem. An analysis of the effect of tuning is given for the symmetric case. Numerical examples are given to illustrate the theoretical results.

Martin Stoll

Locking and Purging for the Hamiltonian Lanczos Method

In 1997 Benner and Fassbender presented an implicit restarted symplectic Lanczos algorithm for the Hamiltonian eigenvalue problem. We enhance this algorithm by a purging and locking strategy in order to improve its convergence properties. For that purpose a Krylov-Schur-like method based on the symplectic Lanczos process and the SR algorithm was developed. We demonstrate its efficieny for several eigenproblems, including quadratic eigenproblems with Hamiltonian spectral symmetry.

Zdenek Strakos

Error Estimation in Preconditioned Conjugate Gradients

In practical problems, iterative methods can hardly be used without some acceleration of convergence, commonly called preconditioning, which is typically achieved by incorporation of some (incomplete or modified) direct algorithm as a part of the iteration.

Effectiveness of preconditioned iterative methods increases with possibility of stopping the iteration when the desired accuracy is reached. This requires, however, incorporating a proper measure of achieved accuracy as a part of computation.

The goal of this talk, based on a paper coauthored with Petr Tichy, is to describe a simple and numerically reliable estimation of the size of the error in the preconditioned conjugate gradient method.

Tomasz Szulc

Some Properties of Information Matrices Related to Optimal Designs

In the theory of experimental designs, the optimality of designs is often considerd. Some optimality conditions are based on eigenvalues of the information matrices of such designs. We are interested in determining the structure of binary designs, which are E-optimal over the class of designs with the same number of treatments, blocks and experimental units (recall that the design is E-optimal if the smallest nonzero eigenvalue of its information matrix is the largest value among all information matrices of considered designs). In this context we study a class of n-by-n integer matrices with constant diagonal entries equal to -1, the off-diagonal entries belonging to the set {-1, 0, 1, ..., n-1} and with zero row and column sums. We identify matrices minimizing the spectral norm in the set under consideration. Moreover, some spectral properties of Schur complements in an information matrix are also discussed.

Elisabeth Ullmann

On Solving Large Linear Systems Arising in the Stochastic Finite Element Method

The discretization of elliptic boundary value problems with random data by the stochastic finite element method (SFEM) requires the solution of a linear system in many unknowns. Using appropriate stochastic shape functions, it is possible to decouple this system into a sequence of independent lower dimensional problems.

Recently de Sturler et al. proprosed two algorithms, a modification of GCROT and GCRO-DR, that recycle Krylov subspaces when solving a sequence of linear systems in order to reduce the total cost of the solution process. We present the results of numerical experiments when solving such decoupled systems by means of Krylov subspace recycling.

Elena Virnik    pdf-file

Nils Wagner    pdf-file

Paul R. Willems

Bidiagonal SVD using Multiple Relatively Robust Representations

Based on so-called coupling relations developed by Grosser and Lang we will show how the SVD of a real bidiagonal matrix can be computed in a stable way and in quadratic time.

To this end, concepts from the MRRR-algorithm ("Holy Grail", Dhillon/Parlett) for the tridiagonal symmetric eigenproblem are applied on the Normal-Equations and the Golub-Kahan form of the original bidiagonal matrix.

Krystyna Ziętak

Approximation by Matrices with Prescribed Spectrum

In the talk we present the properties of the approximation of a matrix by matrices whose spectrum is in a strip and we show how Higham's algorithm, for computing a nearest symmetric positive semidefinite matrix, can be adapted to solve this problem with respect to the spectral norm. The behaviour of the algorithm is illustrated by numerical tests.

This is joint talk with Beata Laszkiewicz.