Numerical Study of Eigenvector Deflation to Accelerate the WaveHoltz Method

Abstract

We present a numerical study of eigenvector deflation as a means of accelerating the WaveHoltz method for solving the Helmholtz equation. For energy-conserving (Dirichlet or Neumann) boundary conditions the WaveHoltz fixed-point iteration converges slowly at high frequency, requiring approximately $\mathcal{O}(\omega^{2d})$ iterations in $d$ dimensions. We show that deflating the eigenvectors whose eigenvalues lie nearest the driving frequency substantially reduces iteration counts, and we examine two ways of incorporating the eigenvectors: direct eigenvector deflation (DEVD), in which the forcing and iterate are projected against the deflation set, and augmented-Krylov eigenvector deflation (AUKED) using deflated conjugate gradient (DCG), augmented GMRES (AGMRES), and augmented (recycled) BICGSTAB (ABICGSTAB). The required eigenpairs can be computed efficiently with the EigenWave approach, and we demonstrate, in two dimensions, that when the number of deflation vectors grows quadratically with $\omega$ the asymptotic convergence rate remains essentially constant. Because the eigenvectors on structured grids are naturally represented as matrices, we further apply SVD-based compression to reduce their storage. Numerical experiments on single curvilinear grids discretized with summation-by-parts operators, and on overset grids illustrate the robustness and efficiency of the approach, with the deflated solver breaking even against the undeflated solver after as few as two right-hand sides, when accounting for the cost of precomputing the eigenvectors.