A self-learning algebraic multigrid method for extremal singular triplets and eigenpairs

Hans De Sterck

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Abstract

A self-learning algebraic multigrid method for dominant and minimal singular triplets and eigenpairs is described. The method consists of two multilevel phases. In the first, multiplicative phase (setup phase), tentative singular triplets are calculated along with a multigrid hierarchy of interpolation operators that approximately fit the tentative singular vectors in a collective and self-learning manner, using multiplicative update formulas. In the second, additive phase (solve phase), the tentative singular triplets are improved up to the desired accuracy by using an additive correction scheme with fixed interpolation operators, combined with a Ritz update. A suitable generalization of the singular value decomposition is formulated that applies to the coarse levels of the multilevel cycles. The proposed algorithm combines and extends two existing multigrid approaches for symmetric positive definite eigenvalue problems to the case of dominant and minimal singular triplets. Numerical tests on model problems from different areas show that the algorithm converges to high accuracy in a modest number of iterations and is flexible enough to deal with a variety of problems due to its self-learning properties.

Original languageEnglish
JournalSIAM Journal on Scientific Computing
Volume34
Issue number4
DOIs
Publication statusPublished - 2012
Externally publishedYes

Keywords

  • Algebraic multigrid
  • Eigenvalues
  • Eigenvectors
  • Multilevel method
  • Singular values
  • Singular vectors

Cite this