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Innovations in the smoothing technique for linear iterative solvers and its application to optimization algorithms

Research Project

Project/Area Number 18K18064
Research Category

Grant-in-Aid for Early-Career Scientists

Allocation TypeMulti-year Fund
Review Section Basic Section 60100:Computational science-related
Research InstitutionTokyo City University

Principal Investigator

Aihara Kensuke  東京都市大学, 情報工学部, 准教授 (70735498)

Project Period (FY) 2018-04-01 – 2022-03-31
Project Status Completed (Fiscal Year 2021)
Budget Amount *help
¥3,380,000 (Direct Cost: ¥2,600,000、Indirect Cost: ¥780,000)
Fiscal Year 2020: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2019: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2018: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Keywords大規模連立一次方程式 / クリロフ部分空間法 / 平滑化技術 / 丸め誤差解析 / 積型BiCG法 / リーマニアン最適化 / ニュートン法 / レトラクション / 線形行列方程式 / 積型Bi-CG法 / ニュートン方程式 / 最適化アルゴリズム / 一般化シュティーフェル多様体 / グラスマン多様体 / 計算科学 / 数値計算手法 / 線形計算 / 数理最適化
Outline of Final Research Achievements

Krylov subspace methods are effective iterative solvers for large linear systems of equations. In this study, we have improved the smoothing technique for obtaining a smooth convergence behavior of the iterative methods. This new smoothing scheme enables the accuracy of the approximate solutions to be improved. We have also proposed a new framework named GPBiCGstab(L) which unifies several algorithms of the hybrid BiCG methods. Furthermore, we have studied on Riemannian optimization. We have developed an efficient Newton’s method, where Newton’s equation is solved efficiently using the Krylov subspace methods, and also designed a new retraction scheme based on the matrix decomposition.

Academic Significance and Societal Importance of the Research Achievements

大規模行列に関する数学的諸問題をコンピュータにより高速かつ高精度に解くための数値計算アルゴリズムの研究は,現代の科学技術計算において必要不可欠なものである.本研究は,その中でも最も基本的かつ重要な問題である連立一次方程式に着目し,既存手法の改良や新しい手法の開発を行ったものである.平滑化手法の革新や効果的な最適化アルゴリズムの確立といった本研究の成果は,関連する諸分野の発展に大きく貢献するものと考える.

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

    (23 results)

All 2021 2020 2019 2018 Other

All Journal Article (7 results) (of which Open Access: 4 results,  Peer Reviewed: 5 results) Presentation (15 results) (of which Int'l Joint Research: 3 results) Remarks (1 results)

  • [Journal Article] Cross-interactive residual smoothing for global and block Lanczos-type solvers for linear systems with multiple right-hand sides2021

    • Author(s)
      Kensuke Aihara, Akira Imakura, Keiichi Morikuni
    • Journal Title

      arXiv [math.NA]

      Volume: 2106.00284

    • Related Report
      2021 Annual Research Report
    • Open Access
  • [Journal Article] Advances in the Hybrid Bi-CG Methods for Linear Systems2020

    • Author(s)
      相原 研輔
    • Journal Title

      Bulletin of the Japan Society for Industrial and Applied Mathematics

      Volume: 30 Issue: 3 Pages: 16-23

    • DOI

      10.11540/bjsiam.30.3_16

    • NAID

      130007961981

    • ISSN
      2432-1982
    • Year and Date
      2020-09-24
    • Related Report
      2020 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] GPBi‐CGstab(L): A Lanczos‐type product method unifying Bi‐CGstab(L) and GPBi‐CG2020

    • Author(s)
      Kensuke Aihara
    • Journal Title

      Numerical Linear Algebra with Applications

      Volume: 27 Issue: 3

    • DOI

      10.1002/nla.2298

    • Related Report
      2019 Research-status Report
    • Peer Reviewed
  • [Journal Article] Variants of residual smoothing with a small residual gap2019

    • Author(s)
      Kensuke Aihara, Ryosuke Komeyama, Emiko Ishiwata
    • Journal Title

      BIT Numerical Mathematics

      Volume: 印刷中 Issue: 3 Pages: 565-584

    • DOI

      10.1007/s10543-019-00751-w

    • Related Report
      2018 Research-status Report
    • Peer Reviewed
  • [Journal Article] Cholesky QR-based retraction on the generalized Stiefel manifold2019

    • Author(s)
      Hiroyuki Sato, Kensuke Aihara
    • Journal Title

      Computational Optimization and Applications

      Volume: 72 Issue: 2 Pages: 293-308

    • DOI

      10.1007/s10589-018-0046-7

    • Related Report
      2018 Research-status Report
    • Peer Reviewed
  • [Journal Article] Riemannian Newton's Method on the Grassmann Manifold Exploiting the Quotient Structure2018

    • Author(s)
      佐藤 寛之,相原 研輔
    • Journal Title

      Transactions of the Japan Society for Industrial and Applied Mathematics

      Volume: 28 Issue: 4 Pages: 205-241

    • DOI

      10.11540/jsiamt.28.4_205

    • NAID

      130007552770

    • ISSN
      2424-0982
    • Related Report
      2018 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] 短い漸化式を用いるKrylov部分空間法の偽収束改善について2018

    • Author(s)
      相原 研輔
    • Journal Title

      京都大学数理解析研究所講究録

      Volume: 2094

    • Related Report
      2018 Research-status Report
    • Open Access
  • [Presentation] On the Residual Gap of Block Lanczos-Type Methods and Its Remedy by Cross-Interactive Residual Smoothing2021

    • Author(s)
      Kensuke Aihara, Akira Imakura, Keiichi Morikuni
    • Organizer
      SIAM Conference on Applied Linear Algebra (LA21)
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Sylvester方程式に対するglobal Krylov部分空間法のresidual gap評価とその改善2021

    • Author(s)
      相原 研輔,今倉 暁,保國 惠一
    • Organizer
      日本応用数理学会2021年研究部会連合発表会
    • Related Report
      2020 Research-status Report
  • [Presentation] 漸化式に着目したblock Krylov部分空間法のresidual gap評価と残差スムージング2020

    • Author(s)
      相原 研輔,今倉 暁,保國 惠一
    • Organizer
      日本応用数理学会「行列・固有値問題の解法とその応用」研究部会第30回研究会
    • Related Report
      2020 Research-status Report
  • [Presentation] 残差スムージングによるGlobal Krylov部分空間法の収束性改善2020

    • Author(s)
      相原 研輔
    • Organizer
      日本応用数理学会2020年度年会
    • Related Report
      2020 Research-status Report
  • [Presentation] 一般化Stiefel多様体上のCholesky QR分解に基づく高速・高精度なレトラクション2020

    • Author(s)
      相原 研輔,佐藤 寛之
    • Organizer
      日本オペレーションズ・リサーチ学会2020年春季研究発表会
    • Related Report
      2019 Research-status Report
  • [Presentation] Global Krylov部分空間法に対する相互作用型残差スムージング2020

    • Author(s)
      相原 研輔
    • Organizer
      日本応用数理学会2020年研究部会連合発表会
    • Related Report
      2019 Research-status Report
  • [Presentation] GPBi-CGstab(L): a Lanczos-type product method unifying Bi-CGstab(L) and GPBi-CG2019

    • Author(s)
      Kensuke Aihara
    • Organizer
      9th International Congress on Industrial and Applied Mathematics (ICIAM2019)
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research
  • [Presentation] 一般化シュティーフェル多様体におけるレトラクションの諸性質2019

    • Author(s)
      相原 研輔,佐藤 寛之
    • Organizer
      第48回数値解析シンポジウム
    • Related Report
      2019 Research-status Report
  • [Presentation] 積型Bi-CG法における包括的な安定化多項式の提案2019

    • Author(s)
      相原 研輔
    • Organizer
      日本応用数理学会2019年研究部会連合発表会
    • Related Report
      2018 Research-status Report
  • [Presentation] リーマン多様体上の最適化におけるレトラクションの理論と応用2019

    • Author(s)
      佐藤 寛之,相原 研輔
    • Organizer
      日本応用数理学会2019年研究部会連合発表会
    • Related Report
      2018 Research-status Report
  • [Presentation] Bi-CGstab(ell)法とGPBi-CG法を融合した積型Bi-CG法について2018

    • Author(s)
      相原 研輔
    • Organizer
      日本応用数理学会「行列・固有値問題の解法とその応用」研究部会第26回研究会
    • Related Report
      2018 Research-status Report
  • [Presentation] 短い漸化式を用いるクリロフ部分空間法に対する残差スムージング2018

    • Author(s)
      相原 研輔
    • Organizer
      数値解析セミナー #108
    • Related Report
      2018 Research-status Report
  • [Presentation] 相互作用型の残差スムージングによる積型BiCG法の収束性改善2018

    • Author(s)
      相原 研輔
    • Organizer
      日本応用数理学会2018年度年会
    • Related Report
      2018 Research-status Report
  • [Presentation] グラスマン多様体上の商構造に基づくニュートン方程式とその解法2018

    • Author(s)
      佐藤 寛之,相原 研輔
    • Organizer
      第47回数値解析シンポジウム
    • Related Report
      2018 Research-status Report
  • [Presentation] Smoothed variants of hybrid Bi-CG methods for solving large sparse linear systems2018

    • Author(s)
      Kensuke Aihara
    • Organizer
      SIAM Conference on Applied Linear Algebra (SIAM-ALA18)
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research
  • [Remarks] 相原研輔のホームページ

    • URL

      http://www.comm.tcu.ac.jp/aiharak-sc/index.html

    • Related Report
      2021 Annual Research Report 2020 Research-status Report 2019 Research-status Report 2018 Research-status Report

URL: 

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

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