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A study on numerical solution methods with stable and high accuracy for large-scale linear systems

Research Project

Project/Area Number 18K11342
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Review Section Basic Section 60100:Computational science-related
Research InstitutionOsaka Electro-Communication University

Principal Investigator

Itoh Shoji  大阪電気通信大学, 工学部, 特任准教授 (70333482)

Project Period (FY) 2018-04-01 – 2022-03-31
Project Status Completed (Fiscal Year 2021)
Budget Amount *help
¥4,420,000 (Direct Cost: ¥3,400,000、Indirect Cost: ¥1,020,000)
Fiscal Year 2020: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2019: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2018: ¥1,820,000 (Direct Cost: ¥1,400,000、Indirect Cost: ¥420,000)
Keywordsクリロフ部分空間法 / 双ランチョス / 前処理系 / 積型反復法 / 大規模行列計算
Outline of Final Research Achievements

In this study, we analyzed preconditioned bi-Lanczos iterative algorithms, which assume the existence of a dual system. By comparing the logical structures of these algorithms, we show that the direction of the preconditioned system can be switched by the construction and setting of the initial shadow residual vector. And we propose a changing over stopping criterion for the improved PCGS, that results in a higher accuracy than the conventional and the left-PCGS. Further, we proposed improved algorithms for preconditioned bi-Lanczos-type methods with residual norm minimization for the stable solution of systems of linear equations. In particular, preconditioned algorithms pertaining to the bi-conjugate gradient stabilized method (BiCGStab) and the generalized product-type method based on the BiCG (GPBiCG) have been improved. Numerical results showed the improvements with respect to the preconditioned BiCGStab, the preconditioned GPBiCG, and stopping criterion changeover.

Academic Significance and Societal Importance of the Research Achievements

自然科学における様々な現象解明・予測や工学問題の解決や新技術開発において,多くの場合,大規模な線形方程式の求解に帰着される.そこでは,如何に安定かつ高精度に求解できるかが非常に重要である.近年,その様な線形方程式はクリロフ部分空間法に基づく反復解法を用いて求解されることが多く,求解性向上が期待される前処理併用による効果も大きい.ところが,前処理方法の設計が悪いと十分な精度で求解できない場合も少なくない.つまり,前処理付き解法の適切な設計が極めて重要である.本研究課題の学術的意義は,前処理付き解法による安定求解の本質的な原理の解明,および,高精度求解に向けた数理面からの追及である.

Report

(5 results)
  • 2021 Annual Research Report   Final Research Report ( PDF )
  • 2020 Research-status Report
  • 2019 Research-status Report
  • 2018 Research-status Report
  • Research Products

    (6 results)

All 2022 2020 2019 2018 Other

All Journal Article (3 results) (of which Peer Reviewed: 3 results,  Open Access: 3 results) Presentation (2 results) (of which Invited: 2 results) Remarks (1 results)

  • [Journal Article] Improvement of preconditioned bi-Lanczos-type algorithms with residual norm minimization for the stable solution of systems of linear equations2022

    • Author(s)
      Itoh Shoji
    • Journal Title

      Japan Journal of Industrial and Applied Mathematics

      Volume: 39 Issue: 1 Pages: 19-74

    • DOI

      10.1007/s13160-021-00480-0

    • Related Report
      2021 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Changing over stopping criterion for stable solving nonsymmetric linear equations by preconditioned conjugate gradient squared method2020

    • Author(s)
      Itoh Shoji、Sugihara Masaaki
    • Journal Title

      Applied Mathematics Letters

      Volume: 102 Pages: 1-9

    • DOI

      10.1016/j.aml.2019.106088

    • Related Report
      2020 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Structure of the preconditioned system in various preconditioned conjugate gradient squared algorithms2019

    • Author(s)
      Itoh Shoji、Sugihara Masaaki
    • Journal Title

      Results in Applied Mathematics

      Volume: 3 Pages: 1-20

    • DOI

      10.1016/j.rinam.2019.100008

    • Related Report
      2019 Research-status Report
    • Peer Reviewed / Open Access
  • [Presentation] 線形方程式の数値計算アルゴリズムに対する体系的性能評価2019

    • Author(s)
      伊藤祥司
    • Organizer
      京都大学応用数学セミナー(第59回)
    • Related Report
      2018 Research-status Report
    • Invited
  • [Presentation] 双ランチョス型の前処理付きアルゴリズムにおける安定な求解方法の提案2018

    • Author(s)
      伊藤祥司,杉原正顯
    • Organizer
      京都大学数理解析研究所研究集会「次世代の科学技術を支える数値解析学の基盤整備と応用展開」
    • Related Report
      2018 Research-status Report
    • Invited
  • [Remarks] SESNA

    • URL

      http://sesna.jp

    • Related Report
      2021 Annual Research Report 2020 Research-status Report 2019 Research-status Report

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Published: 2018-04-23   Modified: 2023-01-30  

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