Skip to main content

Block Variants of the COCG and COCR Methods for Solving Complex Symmetric Linear Systems with Multiple Right-Hand Sides

  • Conference paper
  • First Online:
Numerical Mathematics and Advanced Applications ENUMATH 2015

Part of the book series: Lecture Notes in Computational Science and Engineering ((LNCSE,volume 112))

Abstract

In the present study, we establish two new block variants of the Conjugate Orthogonal Conjugate Gradient (COCG) and the Conjugate A-Orthogonal Conjugate Residual (COCR) Krylov subspace methods for solving complex symmetric linear systems with multiple right hand sides. The proposed Block iterative solvers can fully exploit the complex symmetry property of coefficient matrix of the linear system. We report on extensive numerical experiments to show the favourable convergence properties of our newly developed Block algorithms for solving realistic electromagnetic simulations.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 169.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 219.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 219.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Notes

  1. 1.

    For our practical implementation, we use MATLAB qr-function “qr(W,0)” for a given matrix \(W \in \mathbb{C}^{n\times p}\).

  2. 2.

    http://math.nist.gov/MatrixMarket/matrices.html

  3. 3.

    https://github.com/Hsien-Ming-Ku/Test_matrices/tree/master/Example2

References

  1. I.S. Duff, L. Giraud, J. Langou, E. Martin, Using spectral low rank preconditioners for large electromagnetic calculations. Int. J. Numer. Methods Eng. 62, 416–434 (2005)

    Article  MATH  Google Scholar 

  2. B. Carpentieri, I.S. Duff, L. Giraud, G. Sylvand, Combining fast multipole techniques and an approximate inverse preconditioner for large electromagnetism calculations. SIAM J. Sci. Comput. 27, 774–792 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  3. J. Zhang, J. Zhao, A novel class of block methods based on the block AA T-Lanczos bi-orthogonalization process for matrix equations. Int. J. Comput. Math. 90, 341–359 (2013)

    Article  MathSciNet  MATH  Google Scholar 

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

    Google Scholar 

  5. D.P. O’Leary, The block conjugate gradient algorithm and related methods. Linear Algebra Appl. 29, 293–322 (1980)

    Article  MathSciNet  MATH  Google Scholar 

  6. A. el Guennouni, K. Jbilou, H. Sadok, A block version of BiCGSTAB for linear systems with multiple right-hand sides. Electron. Trans. Numer. Anal. 16, 129–142 (2003)

    MathSciNet  MATH  Google Scholar 

  7. R.W. Freund, M. Malhotra, A block QMR algorithm for non-Hermitian linear systems with multiple right-hand sides. Linear Algebra Appl. 254, 119–157 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  8. L. Du, T. Sogabe, B. Yu, Y. Yamamoto, S.-L. Zhang, A block IDR(s) method for nonsymmetric linear systems with multiple right-hand sides. J. Comput. Appl. Math. 235, 4095–4106 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  9. B. Vital, Etude de quelques méthodes de résolution de problémes linéaires de grande taille sur multiprocesseur, Ph.D. Thesis, Université de Rennes I, Rennes, 1990

    Google Scholar 

  10. H. Tadano, T. Sakurai, A block Krylov subspace method for the contour integral method and its application to molecular orbital computations. IPSJ Trans. Adv. Comput. Syst. 2, 10–18 (2009, in Japanese)

    Google Scholar 

  11. H.A. Van der Vorst, J.B.M. Melissen, A Petrov-Galerkin type method for solving \(A\boldsymbol{x} = \boldsymbol{b}\), where A is symmetric complex. IEEE Trans. Mag. 26, 706–708 (1990)

    Article  Google Scholar 

  12. T. Sogabe, S.-L. Zhang, A COCR method for solving complex symmetric linear systems. J. Comput. Appl. Math. 199, 297–303 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  13. A.A. Dubrulle, Retooling the method of block conjugate gradients. Electron. Trans. Numer. Anal. 12, 216–233 (2001)

    MathSciNet  MATH  Google Scholar 

  14. X.-M. Gu, M. Clemens, T.-Z. Huang, L. Li, The SCBiCG class of algorithms for complex symmetric linear systems with applications in several electromagnetic model problems. Comput. Phys. Commun. 191, 52–64 (2015)

    Article  MATH  Google Scholar 

  15. H.-X. Zhong, G. Wu, G. Chen, 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 

  16. B. Carpentieri, M. Bollhöfer, Symmetric inverse-based multilevel ILU preconditioning for solving dense complex non-Hermitian systems in electromagnetics. Prog. Electromagn. Res. (PIER) 128, 55–74 (2012)

    Article  Google Scholar 

  17. P.L. Rui, R.S. Chen, Z.H. Fan, D.Z. Ding, Multi-step spectral preconditioner for fast monostatic radar cross-section calculation. Electron. Lett. 43, 422–423 (2007)

    Article  Google Scholar 

  18. B. Carpentieri, I.S. Duff, L. Giraud, M. Magolu monga Made, Sparse symmetric preconditioners for dense linear systems in electromagnetism. Numer. Linear Algebra Appl. 11, 753–771 (2004)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Bruno Carpentieri .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2016 Springer International Publishing Switzerland

About this paper

Cite this paper

Gu, XM., Carpentieri, B., Huang, TZ., Meng, J. (2016). Block Variants of the COCG and COCR Methods for Solving Complex Symmetric Linear Systems with Multiple Right-Hand Sides. In: Karasözen, B., Manguoğlu, M., Tezer-Sezgin, M., Göktepe, S., Uğur, Ö. (eds) Numerical Mathematics and Advanced Applications ENUMATH 2015. Lecture Notes in Computational Science and Engineering, vol 112. Springer, Cham. https://doi.org/10.1007/978-3-319-39929-4_30

Download citation

Publish with us

Policies and ethics