Skip to main content
Log in

Two New Variants of the Simpler Block GMRES Method with Vector Deflation and Eigenvalue Deflation for Multiple Linear Systems

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

Abstract

In this paper, two effective methods based on the simpler block GMRES method are established in order to solve the linear systems of equations with multiple right-hand sides. The first method is derived from the simpler block GMRES method with vector deflation restarting (SBGMRES-DR). The second method is constructed from a combination of SBGMRES-DR with the eigenvalue deflation technique, which is called the deflated simpler block GMRES method with vector deflation restarting (D-SBGMRES-DR). To be more specific, SBGMRES-DR is capable of removing linearly or almost linearly dependent vectors created by the block Arnoldi process. On the other hand, D-SBGMRES-DR not only deletes linearly or almost linearly dependent vectors but also retains harmonic Ritz vectors associated with the smallest harmonic Ritz values in magnitude, and adds them to the new search subspace at the time of restart. Finally, a wide range of practical experiments are carried out to assess the efficiency of the proposed methods. The numerical results indicate that the D-SBGMRES-DR method outperforms the compared methods with respect to the number of matrix–vector products and the computational time.

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

Data Availibility

Some or all data, models, or codes that support the findings of this study are available from the corresponding author upon reasonable request.

References

  1. Abdaoui, l, Elbouyahyaoui, L., Heyouni, M.: The simpler block CMRH method for linear systems. Numer. Algorithms 84, 1265–1293 (2020)

    Article  MathSciNet  MATH  Google Scholar 

  2. Al Daas, H., Grigori, L., Hénon, P., Ricoux, P.: Enlarged GMRES for solving linear systems with one or multiple right-hand sides. IMA J. Numer. Anal. 39, 1924–1956 (2019)

    Article  MathSciNet  MATH  Google Scholar 

  3. Bloch, J.C., Breu, T., Frommer, A., Heybrock, S., Schaefer, K., Wettig, T.: Short-recurrence Krylov subspace methods for the overlap Dirac operator at nonzero chemical potential. Comput. Phys. Commun. 181(8), 1378–1387 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  4. Bloch, J.C., Heybrock, S.: A nested Krylov subspace method to compute the sign function of large complex matrices. Comput. Phys. Commun. 182(4), 878–889 (2011)

    Article  MATH  Google Scholar 

  5. Boojhawon, R., Bhuruth, M.: Restarted simpler GMRES augmented with harmonic ritz vectors. Future Gener. Comput. Syst. 20(3), 389–397 (2004)

    Article  MATH  Google Scholar 

  6. Bouyouli, R., Jbilou, K., Sadaka, R., Sadok, H.: Convergence properties of some block Krylov subspace methods for multiple linear systems. J. Comput. Appl. Math. 196, 498–511 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  7. 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 

  8. 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 

  9. Carpentieri, B., Jing, Y.-F., Huang, T.-Z.: The BiCOR and CORS iterative algorithms for solving nonsymmetric linear systems. SIAM J. Sci. Comput. 33(5), 3020–3036 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  10. Chen, G., Jia, Z.X.: Theoretical and numerical comparisons of GMRES and WZ-GMRES. Comput. Math. Appl. 47(8–9), 1335–1350 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  11. Clough, R.W., Penzien, J.: Structural Dynamics. McGrowHill Inc, New York (1975)

    MATH  Google Scholar 

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

    MathSciNet  MATH  Google Scholar 

  13. Elbouyahyaoui, L., Heyouni, M., Tajaddini, A., Saberi-Movahed, F.: On restarted and deflated block FOM and GMRES methods for sequences of shifted linear systems. Numer. Algorithms 25, 1–43 (2020)

    Google Scholar 

  14. Erlangga, Y.A., Vuik, C., Oosterlee, C.W.: On a class of preconditioners for solving the Helmholtz equation. Appl. Numer. Math. 50, 409–425 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  15. Freund, R.W.: Krylov-subspace methods for reduced-order modeling in circuit simulation. J. Comput. Appl. Math. 123(1–2), 395–421 (2000)

    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., Lund, K., Szyld, D.B.: Block Krylov subspace methods for functions of matrices II: modified block FOM. SIAM J. Matrix Anal. Appl. 4(2), 804–837 (2020)

    Article  MathSciNet  MATH  Google Scholar 

  18. Giraud, L., Gratton, S., Pinel, X., Vasseur, X.: Flexible GMRES with deflated restarting. SIAM J. Sci. Comput. 32(4), 1858–1878 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  19. Golub, G.H., Van Loan, C.F.: Matrix Computations, 4th edn. The Johns Hopkins University Press, Baltimore (2013)

    Book  MATH  Google Scholar 

  20. Gu, G.-D., Cao, Z.-H.: A block GMRES method augmented with eigenvectors. Appl. Math. Comput. 121(2–3), 271–289 (2001)

    MathSciNet  MATH  Google Scholar 

  21. Gutknecht, M.H.: Block Krylov space methods for linear systems with multiple right-hand sides: an introduction. In: Siddiqi, A., Duff, I., Christensen, O. (eds.) Modern Mathematical Models, Methods and Algorithms for Real World Systems, pp. 420–447. Anamaya Publishers, New Delhi (2006)

    Google Scholar 

  22. Heyouni, M., Essai, A.: Matrix Krylov subspace methods for linear systems with multiple right-hand sides. Numer. Algorithms 40, 137–156 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  23. Jbilou, K., Messaoudi, A., Sadok, H.: Global FOM and GMRES algorithms for matrix equations. Appl. Numer. Math. 31(1), 49–63 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  24. Ji, H., Li, Y.-H.: A breakdown-free block conjugate gradient method. BIT Numer. Math. 57, 379–403 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  25. Jiránek, P., Rozložník, M.: Adaptive version of simpler GMRES. Numer. Algorithms 53(1), 93–112 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  26. J. Langou. Iterative Methods for Solving Linear Systems with Multiple Right-hand Sides. Ph.D. thesis, Ph. D. dissertation, INSA Toulouse (2003)

  27. Liu, H., Zhong, B.: Simpler block GMRES for nonsymmetric systems with multiple right-hand sides. Electron. Trans. Numer. Anal. 30, 1–9 (2008)

    MathSciNet  MATH  Google Scholar 

  28. Meng, J., Zhu, P.-Y., Li, H.-B.: A block GCROT(\(m, k\)) method for linear systems with multiple right-hand sides. J. Comput. Appl. Math. 255, 544–554 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  29. Meng, J., Zhu, P.-Y., Li, H.-B., Gu, X.-M.: A deflated block flexible GMRES-DR method for linear systems with multiple right-hand sides. Electron. Trans. Numer. Anal. 41, 478–496 (2014)

    MathSciNet  MATH  Google Scholar 

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

    Article  MathSciNet  MATH  Google Scholar 

  31. Rashedi, S., Ebadi, G., Birk, S., Frommer, A.: On short recurrence Krylov type methods for linear systems with many right-hand sides. J. Comput. Appl. Math. 300, 18–29 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  32. 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 

  33. Saad, Y.: Iterative Methods for Sparse Linear Systems, vol. 82. SIAM, Philadelphia (2003)

    Book  MATH  Google Scholar 

  34. Sakurai, T., Tadano, H., Kuramashi, Y.: Application of block Krylov subspace algorithms to the Wilson–Dirac equation with multiple right-hand sides in lattice QCD. Comput. Phys. Commun. 181(1), 113–117 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  35. Simoncini, V., Gallopoulos, E.: An iterative method for nonsymmetric systems with multiple right-hand sides. SIAM J. Sci. Comput. 16(4), 917–933 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  36. Simoncini, V., Gallopoulos, E.: A hybrid block GMRES method for nonsymmetric systems with multiple right-hand sides. J. Comput. Appl. Math. 66(1–2), 457–469 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  37. Soudais, P.: Iterative solution of a 3D scattering problem from arbitrary shaped multidielectric and multiconducting bodies. IEEE Trans. Antennas Propag. 42(7), 954–959 (1994)

    Article  Google Scholar 

  38. Sun, D.-L., Carpentieri, B., Huang, T.-Z., Jing, Y.-F.: A spectrally preconditioned and initially deflated variant of the restarted block GMRES method for solving multiple right-hand sides linear systems. Int. J. Mech. Sci. 144, 775–787 (2018)

    Article  Google Scholar 

  39. Sun, D.-L., Huang, T.-Z., Carpentieri, B., Jing, Y.-F.: A new shifted block GMRES method with inexact breakdowns for solving multi-shifted and multiple right-hand sides linear systems. J. Sci. Comput. 78(2), 746–769 (2019)

    Article  MathSciNet  MATH  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. Walker, H.F., Zhou, L.: A simpler GMRES. Numer. Linear Algebra Appl. 1(6), 571–581 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  42. Wu, Q., Bao, L., Lin, Y.: Residual-based simpler block GMRES for nonsymmetric linear systems with multiple right-hand sides. Adv. Math. Phys. 2018, 1369707 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  43. Xiang, Y.-F., Jing, Y.-F., Huang, T.-Z.: A new projected variant of the deflated block conjugate gradient method. J. Sci. Comput. 80, 1116–1138 (2019)

    Article  MathSciNet  MATH  Google Scholar 

  44. Zhang, F.: Matrix Theory: Basic Results and Techniques. Springer, New York (2011)

    Book  MATH  Google Scholar 

  45. Zhong, H.-X., Gu, X.-M.: A flexible and adaptive simpler GMRES with deflated restarting for shifted linear systems. Comput. Math. Appl. 78(3), 997–1007 (2019)

    Article  MathSciNet  MATH  Google Scholar 

  46. Zhong, H.-X., Wu, G., Chen, G.-L.: A flexible and adaptive simpler block GMRES with deflated restarting for linear systems with multiple right-hand sides. J. Comput. Appl. Math. 282, 139–156 (2015)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

The authors would like to express their gratitude towards the anonymous reviewers for the valuable comments and suggestions that helped us to enhance the quality of this work. We are also grateful to Dr. Kathryn Lund for providing us with the codes of the loop-interchange block GMRES method.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Azita Tajaddini.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Tajaddini, A., Wu, G., Saberi-Movahed, F. et al. Two New Variants of the Simpler Block GMRES Method with Vector Deflation and Eigenvalue Deflation for Multiple Linear Systems. J Sci Comput 86, 9 (2021). https://doi.org/10.1007/s10915-020-01376-w

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • DOI: https://doi.org/10.1007/s10915-020-01376-w

Keywords

Mathematics Subject Classification

Navigation