arXiv subjects

Jinzhi Huang

Publications and source records attributed to Jinzhi Huang.

10 recordsLinked to original sources

arXiv2026

JD-V: A new variant of Jacobi--Davidson method for large Hermitian eigenproblems

A novel variant of the Jacobi-Davidson (JD) type method for Hermitian eigenvalue problems, designated as JD-V, is proposed based on a newly designed correction equation, whose solution is shown to be nearly as effective as that of the standard correction equation for subspace expansion. Rigorous convergence analysis of MINRES for solving these equations reveals that the inner iterations of JD-V are significantly more efficient than those of the standard JD method when highly clustered eigenvalues are of interest. A thick-restart JD-V algorithm with deflation and purgation is developed to compute several eigenpairs of a a large-scale Hermitian matrix. Numerical experiments confirm the theoretical results and demonstrate the considerable superiority of JD-V over standard JD in overall efficiency.

math.NA↗

arXiv2026

An LSQR-based algorithm for large-scale null space computations

Computing the null space and null vectors of large-scale matrices is a fundamental task in numerical linear algebra and scientific computing. In this paper, an LSQR-based algorithm, termed LSQRNV, is proposed to compute a null vector of a large-scale rank-deficient matrix $A$ from an initial vector. The theoretical convergence properties of the algorithm are analyzed, demonstrating that it converges to a numerical null vector of $A$ at a rate dictated by its numerical condition number, and a rigorous accuracy bound is derived for the resulting approximation. By integrating a deflation technique with a tailored termination criterion, LSQRNV is extended to LSQRNS, which computes an orthonormal basis for the numerical null space of $A$ and explicitly determines its nullity. The aforementioned accuracy bound is rigorously generalized to the computed approximate numerical null space. Furthermore, with appropriate parameter settings, LSQRNV efficiently determines whether a large matrix is numerically rank-deficient or has full column rank. Numerical experiments corroborate the theoretical results, demonstrating the robustness, efficiency, and effectiveness of LSQRNS for large-scale null-space computations.

math.NA↗

arXiv2026

New Jacobi--Davidson type methods for the large SVD computations

In a Jacobi--Davidson (JD) type method for singular value decomposition (SVD) problems, called JDSVD, a large symmetric and generally indefinite correction equation is solved iteratively at each outer iteration, which constitutes the inner iterations and dominates the overall efficiency of JDSVD. In this paper, by fully exploiting useful information from current subspaces, a new effective correction equation is derived at each outer iteration, leading to a new variant of JDSVD, called JDSVD-V. It is proved that JDSVD-V retains the same convergence of the outer iterations as JDSVD. A substantial advantage of JDSVD-V over JDSVD is that the new correction equations in JDSVD-V are much easier to iteratively solve than the standard ones in JDSVD: the MINRES method for the new correction equations converges much faster when there is a cluster of singular values closest to a given target, a typical case in applications. A new thick-restart JDSVD-V algorithm with deflation and purgation is proposed that simultaneously accelerates the outer and inner convergence of the standard thick-restart JDSVD and computes several singular triplets. Numerical experiments justify the theory and illustrate the considerable superiority of JDSVD-V to JDSVD, and demonstrate that a similar two-stage JDSVD-V algorithm substantially outperforms the most advanced PRIMME\_SVDS software nowadays for computing the smallest singular triplets.

math.NA↗

arXiv2024

A generalized skew-symmetric Lanczos bidiagonalization method for computing several extreme eigenpairs of a large skew-symmetric/symmetric positive definite matrix pair

A generalized skew-symmetric Lanczos bidiagonalization (GSSLBD) method is proposed to compute several extreme eigenpairs of a large matrix pair $(A,B)$, where $A$ is skew-symmetric and $B$ is symmetric positive definite. The underlying GSSLBD process produces two sets of $B$-orthonormal generalized Lanczos basis vectors that are also $B$-biorthogonal and a series of bidiagonal matrices whose singular values are taken as the approximations to the imaginary parts of the eigenvalues of $(A,B)$ and the corresponding left and right singular vectors premultiplied with the left and right generalized Lanczos basis matrices form the real and imaginary parts of the associated approximate eigenvectors. A rigorous convergence analysis is made on the desired eigenspaces approaching the Krylov subspaces generated by the GSSLBD process and accuracy estimates are made for the approximate eigenpairs. In finite precision arithmetic, it is shown that the semi-$B$-orthogonality and semi-$B$-biorthogonality of the computed left and right generalized Lanczos vectors suffice to compute the eigenvalues accurately. An efficient partial reorthogonalization strategy is adapted to GSSLBD in order to maintain the desired semi-$B$-orthogonality and semi-$B$-biorthogonality. To be practical, an implicitly restarted GSSLBD algorithm, abbreviated as IRGSSLBD, is developed with partial $B$-reorthogonalizations. Numerical experiments illustrate the robustness and overall efficiency of the IRGSSLBD algorithm.

math.NA↗

arXiv2023

Refined and refined harmonic Jacobi--Davidson methods for computing several GSVD components of a large regular matrix pair

Three refined and refined harmonic extraction-based Jacobi--Davidson (JD) type methods are proposed, and their thick-restart algorithms with deflation and purgation are developed to compute several generalized singular value decomposition (GSVD) components of a large regular matrix pair. The new methods are called refined cross product-free (RCPF), refined cross product-free harmonic (RCPF-harmonic) and refined inverse-free harmonic (RIF-harmonic) JDGSVD algorithms, abbreviated as RCPF-JDGSVD, RCPF-HJDGSVD and RIF-HJDGSVD, respectively. The new JDGSVD methods are more efficient than the corresponding standard and harmonic extraction-based JDSVD methods proposed previously by the authors, and can overcome the erratic behavior and intrinsic possible non-convergence of the latter ones. Numerical experiments illustrate that RCPF-JDGSVD performs better for the computation of extreme GSVD components while RCPF-HJDGSVD and RIF-HJDGSVD suit better for that of interior GSVD components.

math.NA↗

arXiv2022

A skew-symmetric Lanczos bidiagonalization method for computing several largest eigenpairs of a large skew-symmetric matrix

The spectral decomposition of a real skew-symmetric matrix $A$ can be mathematically transformed into a specific structured singular value decomposition (SVD) of $A$. Based on such equivalence, a skew-symmetric Lanczos bidiagonalization (SSLBD) method is proposed for the specific SVD problem that computes extreme singular values and the corresponding singular vectors of $A$, from which the eigenpairs of $A$ corresponding to the extreme conjugate eigenvalues in magnitude are recovered pairwise in real arithmetic. A number of convergence results on the method are established, and accuracy estimates for approximate singular triplets are given. In finite precision arithmetic, it is proven that the semi-orthogonality of each set of basis vectors and the semi-biorthogonality of two sets of basis vectors suffice to compute the singular values accurately. A commonly used efficient partial reorthogonalization strategy is adapted to maintaining the needed semi-orthogonality and semi-biorthogonality. For a practical purpose, an implicitly restarted SSLBD algorithm is developed with partial reorthogonalization. Numerical experiments illustrate the effectiveness and overall efficiency of the algorithm.

math.NA↗

arXiv2022

Two harmonic Jacobi--Davidson methods for computing a partial generalized singular value decomposition of a large matrix pair

Two harmonic extraction based Jacobi--Davidson (JD) type algorithms are proposed to compute a partial generalized singular value decomposition (GSVD) of a large regular matrix pair. They are called cross product-free (CPF) and inverse-free (IF) harmonic JDGSVD algorithms, abbreviated as CPF-HJDGSVD and IF-HJDGSVD, respectively. Compared with the standard extraction based JDGSVD algorithm, the harmonic extraction based algorithms converge more regularly and suit better for computing GSVD components corresponding to interior generalized singular values. Thick-restart CPF-HJDGSVD and IF-HJDGSVD algorithms with some deflation and purgation techniques are developed to compute more than one GSVD components. Numerical experiments confirm the superiority of CPF-HJDGSVD and IF-HJDGSVD to the standard extraction based JDGSVD algorithm.

math.NA↗

arXiv2021

A cross-product free Jacobi-Davidson type method for computing a partial generalized singular value decomposition (GSVD) of a large matrix pair

A Cross-Product Free (CPF) Jacobi-Davidson (JD) type method is proposed to compute a partial generalized singular value decomposition (GSVD) of a large regular matrix pair $(A,B)$. It implicitly solves the mathematically equivalent generalized eigenvalue problem of $(A^TA,B^TB)$ but does not explicitly form the cross-product matrices and thus avoids the possible accuracy loss of the computed generalized singular values and generalized singular vectors. The method is an inner-outer iteration method, where the expansion of the right searching subspace forms the inner iterations that approximately solve the correction equations involved and the outer iterations extract approximate GSVD components with respect to the subspaces. Some convergence results are established for the inner and outer iterations, based on some of which practical stopping criteria are designed for the inner iterations. A thick-restart CPF-JDGSVD algorithm with deflation is developed to compute several GSVD components. Numerical experiments illustrate the efficiency of the algorithm.

math.NA↗

arXiv2020

On choices of formulations of computing the generalized singular value decomposition of a large matrix pair

For the computation of the generalized singular value decomposition (GSVD) of a large matrix pair $(A,B)$ of full column rank, the GSVD is commonly formulated as two mathematically equivalent generalized eigenvalue problems, so that a generalized eigensolver can be applied to one of them and the desired GSVD components are then recovered from the computed generalized eigenpairs. Our concern in this paper is, in finite precision arithmetic, which generalized eigenvalue formulation is numerically preferable to compute the desired GSVD components more accurately. We make a detailed perturbation analysis on the two formulations and show how to make a suitable choice between them. Numerical experiments illustrate the results obtained.

math.NA↗

arXiv2018

On inner iterations of Jacobi-Davidson type methods for large SVD computations

We make a convergence analysis of the harmonic and refined harmonic extraction versions of Jacobi-Davidson SVD (JDSVD) type methods for computing one or more interior singular triplets of a large matrix $A$. At each outer iteration of these methods, a correction equation, i.e., inner linear system, is solved approximately by using iterative methods, which leads to two inexact JDSVD type methods, as opposed to the exact methods where correction equations are solved exactly. Accuracy of inner iterations critically affects the convergence and overall efficiency of the inexact JDSVD methods. A central problem is how accurately the correction equations should be solved so as to ensure that both of the inexact JDSVD methods can mimic their exact counterparts well, that is, they use almost the same outer iterations to achieve the convergence. In this paper, similar to the available results on the JD type methods for large matrix eigenvalue problems, we prove that each inexact JDSVD method behaves like its exact counterpart if all the correction equations are solved with $low\ or\ modest$ accuracy during outer iterations. Based on the theory, we propose practical stopping criteria for inner iterations. Numerical experiments confirm our theory and the effectiveness of the inexact algorithms.

math.NA↗