arXiv subjects

H. Rittich

Publications and source records attributed to H. Rittich.

3 recordsLinked to original sources

arXiv2012

The Deflated Conjugate Gradient Method: Convergence, Perturbation and Accuracy

Deflation techniques for Krylov subspace methods have seen a lot of attention in recent years. They provide means to improve the convergence speed of these methods by enriching the Krylov subspace with a deflation subspace. The most common approach for the construction of deflation subspaces is to use (approximate) eigenvectors, but also more general subspaces are applicable. In this paper we discuss two results concerning the accuracy requirements within the deflated CG method. First we show that the effective condition number which bounds the convergence rate of the deflated conjugate gradient method depends asymptotically linearly on the size of the perturbations in the deflation subspace. Second, we discuss the accuracy required in calculating the deflating projection. This is crucial concerning the overall convergence of the method, and also allows to save some computational work. To show these results, we use the fact that as a projection approach deflation has many similarities to multigrid methods. In particular, recent results relate the spectra of the deflated matrix to the spectra of the error propagator of twogrid methods. In the spirit of these results we show that the effective condition number can be bounded by the constant of a weak approximation property.

math.NA↗

arXiv2012

2-norm error bounds and estimates for Lanczos approximations to linear systems and rational matrix functions

The Lanczos process constructs a sequence of orthonormal vectors v_m spanning a nested sequence of Krylov subspaces generated by a hermitian matrix A and some starting vector b. In this paper we show how to cheaply recover a secondary Lanczos process starting at an arbitrary Lanczos vector v_m. This secondary process is then used to efficiently obtain computable error estimates and error bounds for the Lanczos approximations to the action of a rational matrix function on a vector. This includes, as a special case, the Lanczos approximation to the solution of a linear system Ax = b. Our approach uses the relation between the Lanczos process and quadrature as developed by Golub and Meurant. It is different from methods known so far because of its use of the secondary Lanczos process. With our approach, it is now in particular possible to efficiently obtain {\em upper bounds} for the error in the {\em 2-norm}, provided a lower bound on the smallest eigenvalue of $A$ is known. This holds in particular for a large class of rational matrix functions including best rational approximations to the inverse square root and the sign function. We compare our approach to other existing error estimates and bounds known from the literature and include results of several numerical experiments.

hep-lat↗

arXiv2011

Error Bounds for the Sign Function

The Overlap operator fulfills the Ginsparg-Wilson relation exactly and therefore represents an optimal discretization of the QCD Dirac operator with respect to chiral symmetry. When computing propagators or in HMC simulations, where one has to invert the overlap operator using some iterative solver, one has to approxomate the action of the sign function of the (symmetrized) Wilson fermion matrix Q on a vector b in each iteration. This is usually done iteratively using a "primary" Lanczos iteration. In this process, it is very important to have good stopping criteria which allow to reliably assess the quality of the approximation to the action of the sign function computed so far. In this work we show how to cheaply recover a secondary Lanczos process, starting at an arbitrary Lanczos vector of the primary process and how to use this secondary process to efficiently obtain computable error estimates and error bounds for the Lanczos approximations to sign(Q)b, where the sign function is approximated by the Zolotarev rational approximation.

hep-lat↗