Preprint BUW-SC 11/1. Bergische Universität Wuppertal. Fachbereich C Mathematik und Naturwissenschaften. Mathematik

Size: px
Start display at page:

Download "Preprint BUW-SC 11/1. Bergische Universität Wuppertal. Fachbereich C Mathematik und Naturwissenschaften. Mathematik"

Transcription

1 Preprint BUW-SC 11/1 Bergische Universität Wupperta Fachbereich C Mathematik und Naturwissenschaften Mathematik A. Brandt, J. Brannick, K. Kah, and I. Livshits Bootstrap AMG Januar

2

3 BOOTSTRAP AMG A. BRANDT, J. BRANNICK, K. KAHL, AND I. LIVSHITS Key words. Bootstrap agebraic mutigrid, east squares interpoation, mutigrid eigensover, adaptive reaxation AMS subject cassification. 65F10, 65N55, 65F30 Abstract. We deveop an Agebraic Mutigrid setup scheme based on the Bootstrap framework for muti-scae scientific computation. Our approach uses a weighted east squares definition of interpoation, based on a set of test vectors that are computed by a Bootstrap setup cyce and then improved by a mutigrid eigensover and a oca residua-based adaptive reaxation process. To emphasize the robustness, efficiency, and fexibiity of the individua components of the proposed approach, we incude extensive numerica resuts of the method appied to scaar eiptic partia differentia equations discretized on structured meshes. As a first test probem, we consider the Lapace equation discretized on a uniform quadriatera mesh, a probem for which mutigrid is we understood. Then, we consider various more chaenging variabe coefficient systems coming from covariant finite-difference approximations of the two dimensiona Gauge Lapacian system, a commony used mode probem in AMG agorithm deveopment for inear systems arising in attice fied theory computations. 1. Introduction. We deveop Bootstrap Agebraic Mutigrid (BAMG) techniques for soving systems Au = f, (1.1) where A C n n is assumed to be Hermitian and positive definite. AMG approaches for soving (1.1) typicay invove a stationary inear iterative method (smoother), appied to the fine-grid system, and a coarse-grid correction. The corresponding two-grid method gives rise to the error propagation operator E T G = (I MA)(I P (P H AP ) 1 P H A)(I MA), (1.2) where P : C nc C n with n c < n is the interpoation operator, M is the approximate inverse of A that defines the smoother, and for any matrix B C n m, B H denotes the conjugate transpose. A mutigrid agorithm is then obtained by recursivey soving the coarse-grid probem, invoving A c = P H AP, using the two-grid method. The efficiency of such an approach depends on the proper interpay between the smoother and the coarsegrid correction. Typicay, the AMG smoothing operator, M, is fixed and the coarse-grid correction is formed to compensate for its deficiencies. The primary task in defining a mutigrid method is then the seection of the sequence of interpoation operators. A genera two-grid process for constructing P is described by the foowing generic agorithm: 1. Given the set of n variabes on the fine grid, choose a set of n c coarse variabes such that n c < n. 2. Choose a sparsity pattern for interpoation, P C n nc. 3. Define the weights of the interpoation operator, i.e., the entries of P. Cassica AMG as originay introduced in [4, 5] and its widey used impementation by Ruge and Stüben [20] can be seen as important miestones in the deveopment of such agebraic setup agorithms. The Ruge-Stüben agorithm exhibits optima efficiency for many chaenging probems, often substantiay outperforming traditiona iterative methods. However, the agorithm and, hence, its effectiveness depend on the foowing probem specific properties: Department of Mathematics, University of Caifornia Los Angees, Los Angees CA, 90095, USA (abrandt@math.uca.edu). Department of Mathematics, Pennsyvania State University, University Park, PA 16802, USA (brannick@psu.edu). Brannick s work was supported by the Nationa Science Foundation under grants OCI and DMS Fachbereich Mathematik und Naturwissenschaften, Bergische Universität Wupperta, D Wupperta, Germany, (kkah@math.uni-wupperta.de). Kah s work was supported by the Deutsche Forschungsgemeinschaft through the Coaborative Research Centre SFB-TR 55 Hadron physics from Lattice QCD Department of Mathematica Sciences, Ba State University, Muncie IN, 47306, USA (iivshits@bsu.edu), Livshits work was supported by DOE subcontract B and NSF DMS

4 2 A. BRANDT, J. BRANNICK, K. KAHL, AND I. LIVSHITS The notion of strength-of-connection used in coarsening variabes and forming interpoation can be defined from the entries of the system matrix. The eigenvectors with sma in absoute vaue eigenvaues (owest eigenvectors) are ocay smooth in directions of such strong connections. These owest eigenvector(s) of the system matrix provide a sufficienty accurate oca representation of the other ow eigenvectors not effectivey treated by the MG reaxation scheme. For probems where a or some of these properties are vioated, efficiency of Ruge-Stüben AMG deteriorates. This oss in efficiency is often due to the ow accuracy of interpoation for vectors yieding sma normaized residuas [1], i.e., vectors x such that Ax 0. For simpe point-wise reaxation schemes, such as the Gauss Seide iteration we use in our tests, these components coincide with the error not effectivey reduced by the reaxation scheme and, hence, are often referred to as the agebraicay smooth components of the error. The Bootstrap framework for muti-scae scientific computation [3] provides genera techniques for anaysis, deveopment, and practica appication of robust mutieve methods. In the context of MG agorithms, the Bootstrap process 1 aows the user to input any features of the probem at hand (e.g., nested grids and kerne components) and then uses this knowedge to iterativey improve itsef unti optima performance is achieved. The genera setup agorithm used in this scheme incorporates severa practica toos and measures derived from the evoving MG sover, incuding: Compatibe reaxation, used in identifying suitabe smoothing schemes and coarse variabe sets [2, 7, 11, 13]. Loca weighted east squares approximations of a set of test vectors, used in a greedy agorithm to determine an agebraic distance based measure of strength of connection [3] and to define AMG interpoation [13, 17, 19]. The Bootstrap cycing scheme, used to compute sufficienty accurate sets of test vectors [13, 14]. Adaptive reaxation [2, 13] and amost zero modes [3], used to improve both the AMG setup cyce and sover. Many of the Bootstrap ideas are themseves appicabe to a wide range of muti-scae probems in computationa science. Our focus in this paper is on combining severa of these techniques to deveop a robust scheme for computing AMG interpoation. A preiminary form of the Bootstrap process for defining AMG interpoation first appeared in [5], where the use of reaxation appied to the homogenous system to produce a singe prototype to somehow define Cassica AMG interpoation was discussed. More recenty, such Bootstrap setup agorithms were deveoped for Smoothed Aggregation Mutigrid (adaptive SA, see [15]), Eement-free AMG (see [22] pp ), and Cassica AMG (adaptive AMG, see [8,9]). The main new ingredient in these more recent BAMG approaches is the idea to appy the current AMG sover to the homogenous system to both test its performance and improve the prototypes used in computing the sequence of AMG interpoation operators. The agorithm we consider here combines a BAMG cyce with a weighted east squares form of interpoation. An additiona feature unique to our approach is the use of a MG eigensover derived from the existing MG structure to enhance the prototypes needed in the definition of east squares interpoation. We mention that simiar MG techniques for using eigenvectors to define AMG interpoation were roughy outined in [18, 20]. In another reated work [10], a MG eigensover was deveoped to compute an initia SA hierarchy, after which it is abandoned and the usua adaptive SA setup process is invoked. An outine of the remainder of this paper is as foows. First, in Section 2, we present the weighted east squares process for computing interpoation and the idea of adaptive reaxation. In addition, we derive sufficient conditions guaranteeing the uniqueness of the soution to the east squares probem and compute 1 Generay, the term bootstrap refers to the idea that a process coud better evove by improving the process used for its improvement (thus obtaining a compounding effect over time.) As a computing term, bootstrapping (from an od expression pu onesef up by one s bootstraps ) has been used since at east 1958 to refer to a technique by which a simpe computer program activates a more compex system of programs that utimatey ead to a sef-sustaining process that proceeds without externa hep from manuay entered instructions.

5 BOOTSTRAP AMG 3 an expicit form of the minimizer. Our approach for computing the set of test vectors using Bootstrap techniques is described in Section 3. Then in Section 4, we present resuts of the method appied to the scaar Lapace equation discretized on a uniform mesh and severa chaenging variabe coefficient probems. We end with concuding remarks in Section Least squares interpoation. The basic idea of the east squares (LS) interpoation approach is to approximate a set of test vectors, V = {v (1),..., v (k) } C n, minimizing the interpoation error for these vectors in a east squares sense. In the context considered here, namey, appying the LS process to construct a Cassica AMG form of interpoation, each row of P, denoted by p i, is defined as the minimizer of a oca east squares functiona: For each i F find p i such that L(p i ) = k κ=1 ω κ v (κ) {i} (p i ) j v (κ) {j} j C i 2 min, (2.1) where C i C with C and F = Ω \ C denoting the coarse-grid and fine-grid variabes, respectivey. Here, the notation v Ω denotes the canonica restriction of the vector v to the set Ω Ω := {1,.., n}. In the definition of L in (2.1), for exampe, v {i} is simpy the ith entry of v. Simiary, we can define the canonica restriction of a matrix, V = ( v (1) v (k)), to a set Ω: V Ω = ( v (1) Ω ) v (k), Ω where V Ω C Ω k. The weights ω κ > 0 can be chosen to refect the energy (e.g., in A-norm v A = Av, v ) of the test vectors. We give our specific choice in the numerica experiments section Uniqueness of the soution to the oca east squares probem and an expicit form of its minimizer. To derive conditions on the uniqueness of the soution to minimization probem (2.1) and compute an expicit form of the minimizer, we consider a cassica inear agebra formuation of the LS probem. Let W = ω 1... C k k, V = ( v (1) v (k)) C n k, and V Ω = ( v (1) Ω ) v (k). Then, Ω k κ=1 ω κ v (κ) ω k {i} (p i ) j v (κ) j C i {j} 2 = V {i} W 1 2 pi V Ci W , where the weights of the individua terms in the LS functiona are now represented by a scaing defined by the matrix W. An equivaent east squares formuation of (2.1) is then L(p i ) = V {i} W 1 2 pi V Ci W min. (2.2) The minimizer of L in (2.2) and necessary conditions for its uniqueness are now easy to compute. derivative of the east squares functiona L with respect to (p i ) j is The (p i ) j L(p i ) = 2 k κ=1 ( ) ( ) ω κ v (κ) {i} p iv (κ) C i v (κ) C i j.

6 4 A. BRANDT, J. BRANNICK, K. KAHL, AND I. LIVSHITS Setting L(p i ) = 0 yieds Thus, if rank(v Ci W 1 2 ) = C i, then V Ci W VC H i is uniquey defined by p i V Ci W V H C i = V {i} W V H C i. is non-singuar and the soution to the LS minimization probem p i = V {i} W VC H ( VCi i W VC H ) 1 i. We note that if the restricted vectors V Ci form a basis for the oca inear space C ni, n i = C i, then the soutions to the oca LS minimization probems are unique. This in turn suggests setting a ower bound on the number of vectors, k, used in the east squares fit: k max i F C i =: c. Further, as we show numericay in Section 4, the accuracy of the LS interpoation operator and, hence, the performance of the resuting sover generay improves with increasing k, up to some vaue proportiona to c. Our numerica experience suggests that the number of test vectors need not be arger than 2c to obtain a sufficienty accurate P. In fact, these sets of interpoation points can often be adequatey chosen by natura considerations. For exampe, they can be chosen as the sets of geometrica neighbors with i in their convex hu. If a chosen set is inadequate, the east squares procedure wi show bad fitness (arge interpoation errors, i.e, vaues of the LS functiona) and the set must then be improved. The east squares procedure can aso be used to detect variabes in the sets C i that can be discarded without significant accuracy oss. Thus, this approach aows creating interpoation with whatever needed accuracy which is as sparse as possibe. Note that it is aso possibe to adjust the number of test vectors on-the-fy if rank deficiency of any of the operators V Ci is detected. Simiary, many rows of P wi typicay have ess than c nonzero entries, that is, C i < c. In such cases, fewer prototypes may be used in the LS process. We do not pursue this idea in the paper because it is not expected to resut in a significant reduction in setup costs, and further as our numerica resuts show, the quaity of the sover generay improves with an increased number of prototypes Equivaence of adaptive reaxation and a modified east squares functiona. A main assumption of Cassica AMG is that the reaxation scheme used in the MG agorithm efficienty reduces the residua when appied to the current approximation. This assumption is in fact centra to the definition of Cassica AMG interpoation, which is derived by setting the oca (point-wise) residua to zero. In [2], the idea of appying additiona oca reaxations to the equations i F for which the corresponding vaue of the residua is arge was proposed as a possibe approach for improving performance of Cassica AMG for certain probems (e.g., probems with singuarities). Assuming a ii 0, a Jacobi version of this iteration reads v (κ) {i} = v(κ) {i} 1 r (κ) a {i}, (2.3) ii with r (κ) = Av (κ). Simiar approaches can aso be empoyed for more genera reaxation schemes. In [13], it was observed that the impicit appication of the oca Jacobi reaxation in (2.3) to the prototypes used in the LS definition of interpoation is equivaent to an operator induced form of east squares interpoation constructed using an Eement-free AMG type approach (see [22]). This equivaence of the LS approach with an additiona oca reaxation step was aso formuated and discussed in a sighty different scope in [17], where it was defined as a residua-based LS fit: L(p i ) = k κ=1 ω κ v (κ) {i} 1 r (κ) a {i} 2 (p i ) j v (κ) {j} min, (2.4) ii j C i

7 BOOTSTRAP AMG 5 which in turn was shown to be consistent with a Cassica AMG operator induced form of LS interpoation. We mention that the work in [17] focuses on defining different versions of the LS interpoation operators using a set of reaxed test vectors; it does not address the question of how to use the Bootstrap process to compute these vectors. Deveoping the Bootstrap setup scheme for defining east squares interpoation is the main focus and contribution of the work we present here. Another interesting observation regarding the above residua form of the LS functiona is that the Eement-free AMG and Cassica AMG forms of LS interpoation considered in [13,17] differ from the origina definition ony when the test vectors with arge weights, ω k, are not sufficienty accurate, i.e., the residuas they produce are not uniformy cose to zero. In fact, our idea of appying adaptive reaxation to the test vector with argest weight (2.4) and then ony to the equations with arge reative vaues of the residua was motivated by these observations. We incude resuts and additiona discussion of both approaches in the numerica experiments section. 3. The Bootstrap agorithm. In its simpest form, the Bootstrap process for computing the test vectors used in constructing the LS interpoation operators proceeds by appying reaxation to the homogenous system, A x = 0, (3.1) on each grid, = 0,..., L 1; assuming that a priori knowedge of the agebraicay smooth error is not avaiabe, these vectors are initiaized randomy on the finest grid, whereas on a coarser grids they are defined by restricting the test vectors computed on the previous finer grid. Given interpoation, the coarse-grid operators are computed using the variationa definition. Once an initia MG hierarchy has been computed, the current sets of prototypes are further enhanced on a grids using the existing mutigrid structure. Specificay, the given hierarchy is used to formuate a mutigrid eigensover which is then appied to an appropriatey chosen generaized eigenprobem to compute additiona test vectors. This overa process is then repeated with the current AMG method repacing reaxation as the sover for the homogenous systems in (3.1). Severa subte detais must be addressed when formuating the mutigrid eigensover (MGE), namey, (1) the specific formuation for the MGE hierarchy as we as the sorting and fitering of the coarsest-grid eigenvectors within the cyce; (2) deciding on an efficient cycing strategy when integrating the MGE into the BAMG process; and (3) measuring and improving the accuracy of the test vectors computed by the MGE (eigen-approximations) as they are transferred to increasingy finer grids. We describe our formuation of the MGE next Defining the MGE hierarchy: the generaized eigenvaue probem. Given the computed BAMG hierarchy of operators A = A 0, A 1,..., A L and their corresponding interpoation operators P+1, = 0,..., L 1, define the composite interpoation operators and the sequence of subspaces of C n spanned by their coumns as P = P P 1, = 1,..., L (3.2) C n range (P 1 )... range (P L ). For any vector x C n we then have x, x A = P x, P x A, where n is the probem size on grid. Defining T = P H P, it foows that x, x A x, x T = P x, P x A P x, P x 2, (3.3)

8 6 A. BRANDT, J. BRANNICK, K. KAHL, AND I. LIVSHITS impying that on any grid, given a vector w C n and λ R, such that, A w = λ T w, (3.4) we have RQ(P w ) = P w, P w A P w, P w 2 = λ. (3.5) The resut foows from equation (3.3) appied to w, the eigenvector of the generaized eigenvaue probem (3.4), and the reations A = P H AP and T = P H P. Note that RQ( ) is simpy the Raeigh quotient and, hence, equation (3.5) reates the eigenpairs on different grids and can be used to define a MGE. Our agorithm begins by computing the k e eigenvectors with the smaest eigenvaues of the coarsest-grid operator W L = {w (κ) L A Lw (κ) L = λ(κ) L T Lw (κ) L, λ(κ) L R, κ = 1,..., k e}. Since the size of A L is sma, these eigenpairs, ( w (κ) L, ) λ(κ) L, are computed directy. Then, on any given grid, the existing interpoation operator P 1 is used to transfer these vectors to the next finer grid. We note that if w is a soution to (3.4) on grid then ( P 1 ) H A 1 P 1 w = λ ( P 1 ) H T 1 P 1 w, and so w 1 = P 1 w is an approximate soution to the generaized eigenvaue probem. Next, a smoothing iteration is appied to the homogenous probem on grid 1: Then, the approximation to λ 1 is recomputed: (A 1 λ 1 T 1 ) w 1 = 0, λ 1 = λ. (3.6) λ 1 = A 1w 1, w 1 2 T 1 w 1, w 1 2. We note that this procedure resembes an inverse Rayeigh quotient iteration found in eigenvaue computations (see [23]), with inversion repaced by severa reaxations steps. Agorithm 1 describes one variant of the MGE process for enriching the sets of test vectors Integrating the MGE and BAMG processes: cycing strategies. Combining the Bootstrap cyce with the MGE can be done using a variety of cycing strategies. The two types of cycing schemes we consider are outined in Figure 3.1. The top pot is a visuaization of two successive iterations of a V -cyce scheme, which we refer to as a doube V -cyce (or V 2 -cyce). In genera, a V µ -cyce denotes an agorithm that uses µ such V -cyces. We note that this scheme makes use of the MGE as defined by Agorithm 1, which does not update interpoation unti it reaches the finest grid. The pot in the bottom of the figure outines our second approach, in which the approximations produced by the MGE on grid are used to recompute the hierarchy at each of the coarser grids, + 1, + 2,..., L, before advancing to the next finer grid 1. Note that it may not be necessary to recompute the hierarchy at each of the intermediate grids; in practice we ony recompute P and update the hierarchy when reaxation appied to the interpoated eigenvector approximations significanty reduces at east one of the Rayeigh quotients (3.5) associated with these approximations by some prescribed toerance.

9 BOOTSTRAP AMG 7 Agorithm 1 for = L,..., 1 do if the current grid is the coarsest grid L then Take W L = {w (κ) L A Lw (κ) L = λ(κ) L ese Given W +1 and P+1 from the initia setup w (κ) = P +1 w(κ) +1, λ(κ) for κ = 1,..., k e do Reax on end for end if end for Cacuate λ (κ) ( A λ (κ) T ) w (κ) = 0 T Lw (κ) L, κ = 1,..., k e} = λ (κ) +1, κ = 1,..., k e = A w (κ), w (κ) 2 T w (κ), w (κ) 2 {Mutigrid eigensover} Reax on Av = 0, v V Reax on (A λt )w = 0, w W Compute W, s.t., Aw = λt w, w W Reax on Av = 0, v V and (A λt )w = 0, w W Fig. 3.1: Bootstrap AMG V 2 -cyce and W-cyce setup schemes Updating the MG eigendecomposition. Consider the generaized eigenvaue probem A j w j = λ j T j w j, on two subsequent grids, j =, 1, with λ denoting the RQ of a given approximation of an eigenvector on the coarser grid and λ 1 denoting the RQ of the vector obtained by appying reaxation to this vector

10 8 A. BRANDT, J. BRANNICK, K. KAHL, AND I. LIVSHITS i C i F Fig. 4.1: Interpoation reations for our choice of fu-coarsening for i F \ C. interpoated to the next finer one. Define the eigenvaue approximation measure τ (, 1) λ τ (, 1) λ = λ λ 1. (3.7) λ 1 At any stage of the MGE iteration, a arge vaue of τ (, 1) λ indicates that the hierarchy shoud be recomputed to incorporate this reaxed eigenvector approximation. Otherwise, reaxation has not significanty changed this vector and it is accuratey represented by the existing interpoation operator P 1. In this way, the MGE serves as a technique for efficienty identifying components that must be interpoated accuratey (e.g., the ow modes of A), and for determining if the current P approximates them sufficienty we. 4. Numerica resuts. In this section, we present numerica tests of our BAMG-MGE setup agorithm appied to a series of test probems. We consider isotropic systems defined on two-dimensiona equidistant quadriatera meshes. Fixing the coarse grids and the sparsity pattern of interpoation, we study the performance of the LS and MGE techniques for computing the entries in P. We begin with tests for the Lapace operator discretized using finite eements (FE Lapace) and finite differences (FD Lapace). We then transition to a sighty more difficut test probem of symmetric diagona scaings of the Lapace operator. Then, we proceed to tests of our method appied to the Gauge Lapace system (see Appendix A). In a tests, the sets of coarse variabes are defined by fu-coarsening, that is, the coarse grids are obtained by doubing the mesh spacing in each spatia dimension of the reated finer mesh; the coarsening is continued unti the probem size on the coarsest-grid is 7 7 or 8 8, depending on the size of the probem on the finest mesh. We imit interpoation to the nearest neighbors (in terms of the graph of the matrix) and the maxima number of interpoatory points for each i F is thus bounded by four for the probems we consider (see Figure 4.1). We use the weighted east squares approach to define the entries of the interpoation operators, with the weights defined by ω κ = T v (κ), v (κ) A v (κ), v (κ), (4.1) and test the origina east squares definition of interpoation (LS interpoation) as we as the approach that appies additiona adaptive oca reaxations to the test vectors prior to computing the interpoation operator (LSR interpoation). For the resuts reported in Tabe 4.10, we appy the oca reaxation scheme (2.3) to every test vector; for a other tests we appy oca reaxation ony to the singe test vector with the argest weight, ω max, and then ony to 20% of the F-points for which the associated vaue of the residua is argest in absoute vaue. by

11 BOOTSTRAP AMG 9 Let k r = V denote the number of test vectors computed using reaxation in the Bootstrap cyce, k e = W denote the number of additiona eigenvector approximations computed by the MGE, and η be the number of Gauss Seide (GS) iterations used in the BAMG cyce and MGE to compute them. The LS and LSR forms of interpoation are then computed on each eve using the combined sets of k = k r + k e test vectors. On the finest grid, the vectors, v (1),..., v (kr), used to initiaize the Bootstrap process are generated randomy with a norma distribution with expectation zero and variance one, N(0, 1), on a other grids they are defined by restricting the reaxed test vectors from the reated finer grid. We use a V (2, 2) MG sover with GS reaxation for a tests. The reported estimates of the asymptotic convergence rates are computed as foows: ρ = eν A e ν 1 A, where e ν is the error after ν MG iterations. The sover terminates if the method reduces the initia error by a factor 10 8 or if ν = 100 iterations are appied and the method faied to converge to this toerance Lapace s equation. We start the numerica experiments by appying the BAMG cyce and MGE to the two dimensiona Lapace equation u xx u yy = 0, (x, y) (0, 1) 2, u(x, y) = 0, (x, y) Γ, discretized using biinear finite eements (see [21]) on a (N 1) (N 1) equidistant quadriatera mesh. The corresponding discretization yieds the symmetric and positive definite operator A given by the stenci A = For this probem our choices of fu coarsening and sparsity pattern of interpoation yied variationa coarsegrid operators with at most nine non-zero entries per row, impying that the sparsity structure of the finest-grid operator A is preserved on a grids. The resuts reported in Tabe 4.1 are for the LS and LSR based two-grid methods appied to the FE Lapace system on a grid. Overa, we observe that increasing the number of test vectors, k r, used in defining P and increasing the number of smoothing iterations, η, used to compute them, both improve the performance (reduce the convergence rates) of the resuting two-grid sovers. Further, the resuts for the LSR scheme are consistenty better than the resuts for the LS approach. In Tabe 4.2, we report resuts obtained by appying a two-grid method to the FE Lapace system for different probem sizes. The sover is constructed using the LS and LSR formuations for defining P with a fixed numbers of test vectors k r = 8 and smoothing iterations η = 4 independent of the choice of probem size. Here, we see that the convergence rates of both the LS and LSR based two-grid methods increase as the size of the probem is increased, suggesting that appying a constant number of reaxation steps to compute a fixed number of test vectors does not produce a sufficienty accurate oca representation of the agebraicay smooth error for defining east squares interpoation. In Tabe 4.3, we present resuts for the two-grid method obtained by adding the constant vector, 1, to V, again for a fixed number of test vectors k r = and η = 4 reaxation steps used to compute them. Here, we see that incuding the constant vector in V significanty improves the LS and LSR based two-grid sovers. In fact, the method obtained using the LSR approach performs optimay for the probem sizes considered. This demonstrates the fexibiity of the east squares formuation and its abiity to incorporate a priori knowedge of the ow modes of the probem at hand. It aso motivates the use of the MGE in the BAMG process for computing test vectors, as a way to improve their approximation of ow eigenmodes.

12 10 A. BRANDT, J. BRANNICK, K. KAHL, AND I. LIVSHITS k r η (.962).973 (.958).971 (.955).967 (.949).963 (.944) (.866).916 (.827).904 (.806).878 (.786).861 (.759) (.679).803 (.637).775 (.606).734 (.566).709 (.535) (.524).681 (.453).648 (.403).608 (.269).575 (.316) (.374).553 (.326).518 (.287).484 (.165).457 (.138) (.294).451 (.242).425 (.205).381 (.154).305 (.136) (.227).364 (.186).346 (.155).268 (.089).257 (.098) (.169).308 (.140).287 (.123).238 (.054).216 (.061) Tabe 4.1: Asymptotic convergence rate estimates, ρ, of the LS (LSR) based two-grid methods appied to the FE Lapace probem. The sover is constructed using various choices of η and k r. N ρ.267 (.075).648 (.403).886 (.758).966 (.917).990 (.977) Tabe 4.2: Asymptotic convergence rate estimates, ρ, of the LS (LSR) based two-grid methods appied to the FE Lapace probem. The sover is constructed using the LS (LSR) schemes in a V -cyce setup with η = 4 and k r = 8. N ρ.089 (.039).121 (.040).130 (.042).148 (.042).150 (.043) Tabe 4.3: Asymptotic convergence rate estimates, ρ, of the LS (LSR) based two-grid methods appied to the FE Lapace probem. The sover is constructed using the LS (LSR) schemes using a V -cyce setup with η = 4 Gauss Seide iterations to compute the seven initiay random test vectors; the additiona test vector is the constant vector chosen a priori. Next, we consider using the V 2 -cyce setup (see Fig. 3.1). We appy η = 4 iterations of the smoother to k r = 8 initiay random test vectors to generate the MG hierarchy and η = 4 reaxation steps to the k e = 8 additiona test vectors generated by the MGE. As the resuts reported in Tabe 4.4 show, using the MGE to enhance the test vectors consistenty improves the performance of the resuting sovers when compared to the resuts reported in Tabe 4.2, especiay for the LSR scheme. Here, the LSR approach yieds an optima N ρ.041 (.038).062 (.041).075 (.043).125 (.043).971 (.043) Tabe 4.4: Asymptotic convergence rate estimates, ρ, of the LS (LSR) based two-grid methods appied to the FE Lapace probem. The sover is constructed using a V 2 -cyce setup with η = 4 and k r = k e = 8. method, whereas for the LS scheme, as the probem size goes from N = 255 to N = 511, the convergence rate of the sover increases substantiay from ρ.125 to ρ.971. These resuts in turn suggest that the goba weights, ω κ, used in computing interpoation, bias the LS fit to some inadequate oca representations of the agebraicay smooth error, utimatey eading to a poor choice of interpoation for the associated fine-grid variabes. The LSR scheme is however abe to compensate for this in a very efficient manner. An

13 BOOTSTRAP AMG 11 aternative approach woud be to define the weights used in the LS fit ocay (i.e., for each i F) we mention that athough we have studied this idea extensivey, we have not yet derived an effective strategy for defining oca weights. To further iustrate the efficacy of the MGE when combined with the LSR form of P for this probem, we report the eigenvaue approximation measures, τ (L,1) λ defined in Equation (3.7), computed using the eight smaest eigenvaues of the coarsest-grid operator and the associated Rayeigh quotients of the finest-grid test vectors generated using the V 2 -cyce setup agorithm. Additionay, we report the two-norms of the differences between the eight eigenvectors with smaest eigenvaues of the coarsest-grid system interpoated to the finest grid using the composite interpoation operators defined in (3.2) and the eigenvectors of the finest-grid system computed directy. The resuts are reported in Tabe 4.5. Here, we see that the eigenvaue approximation measures are uniformy sma for the k e = 8 computed eigenvector approximations and further that the eigenvector approximations interpoated form the coarsest grid to the finest one approximate we the targeted eigenvectors of the finest grid system, i.e., the eigenvectors associated with the smaest eigenvaues of A. We mention further that the eigenvector approximation measures consistenty detect the accuracy of the eigenvector approximations computed using the MGE. i τ (L,1) λ i P L vi L v i Tabe 4.5: Reative eigenvaue approximation measures τ (L,1) λ i and eigenvector approximation estimates of the 8 smaest eigenvaues for the FE Lapace probem, computed within a V 2 -cyce setup with η = 4 and k r = k e = 8. Next, we provide pots of the eigenvector approximations computed using a V-cyce setup agorithm with η = 4 and k r = k e = 8 and of the associated eigenvectors of the finest grid operator computed directy. Figure 4.2(a) contains pots of the eigenvector with the smaest eigenvaue on each eve of the MGE computed using a singe V-cyce setup, and Figure 4.2(b) contains a pot of the eigenvector with the smaest eigenvaue of the system matrix on the finest grid computed directy. The pots demonstrate the abiity of the MGE (buit using smoothed random test vectors) to recover the smaest eigenvector of the finest-grid FE Lapace operator. In addition, we provide pots comparing the eigenvector approximations on the finest grid computed using the same V 2 -cyce setup and the eigenvectors of the finest-grid operator computed directy. Figure 4.3(a) contains pots of the finest-grid eigenvector approximations for the four smaest eigenvaues computed using a V 2 -cyce setup and Figure 4.3(b) contains the pots of the eigenvectors of the finest-grid operator with the four smaest eigenvaues computed directy. Again, the pots iustrate that the MGE is abe to recover the ow eigenvectors of the fine-grid system. N ρ.042 (.038).062 (.041).073 (.043).130 (.043).161 (.044) Tabe 4.6: Asymptotic convergence rate estimates, ρ, of the LS (LSR) based MG sovers appied to the FE Lapace probem. The sover is constructed using a W -cyce setup (see Figure 3.1) with η = 4 and k r = k e = 8. We now consider tests of the W -cyce setup, iustrated at the bottom of Figure 3.1. In Tabe 4.6, we present resuts for this scheme again with k r = k e = 8. We notice a marked improvement in the performance

14 12 A. BRANDT, J. BRANNICK, K. KAHL, AND I. LIVSHITS (a) Mutigrid representation of the coarsest-grid eigenvector (b) Finest grid Fig. 4.2: Comparison of the eigenvector corresponding to the smaest eigenvaue in 4.2(a) computed in a V -cyce setup with η = 4 and k r = k e = 8 and the associated finest grid eigenvector in 4.2(b) corresponding to the smaest eigenvaue of the FE Lapace probem computed directy. (a) Finest grid representation of the coarsest-grid eigenvectors (b) Finest grid Fig. 4.3: Visuaization of the finest-grid eigenvector approximations of the four smaest eigenvaues computed using a V 2 -cyce setup with η = 4 and k r = 8 in 4.3(a) and the associated exact finest-grid eigenvectors corresponding to the four smaest eigenvaues in 4.3(b). of the LS-based sover constructed using a W -cyce setup over that of the sover constructed using a V -cyce setup and note that the LSR scheme again scaes optimay with probem size. The ast resut we present for the FE Lapace system is reated to the computationa compexity of the BAMG-MGE setup. In Figure 4.4, we show the time, t, spent in the setup phase as a function of the number of the finest-grid variabes, N 2. The numerica tests were performed using an 2.53GHz Inte Core 2 Duo

15 BOOTSTRAP AMG 13 processor with 4GB 1066MHz DDR3 SDRAM. The resuts suggest that the computationa compexity for both setup cycing strategies is neary optima (grows ineary with the probem size) when appied to this probem W cyce doube V cyce t N 2 x 10 5 Fig. 4.4: Tota wa cock times for the V 2 - and W -cyce setup agorithms with η = 4 and k r = k e = 8 appied to the FE Lapace probem, versus the probem-size N The Gauge Lapace system. In this section, we consider soving the two-dimensiona Gauge Lapace system [6, 12, 16] with periodic boundary conditions, a probem that is typicay used for testing potentia AMG agorithms for soving the Dirac equation in more genera attice gauge theories, e.g., Quantum Chromodynamics (QCD). A detaied discussion of the Gauge Lapace system and its spectra properties is provided in Appendix A. The 2D Gauge Lapacian (GL) can be viewed as a stochastic variant of the standard Lapace operator discretized using centra finite differences. Specificay, using stenci notation the Gauge Lapace operator is given by where A(U) = U z ex U z y x 4 + m Ux z, (4.2) U z ey y U = {U z µ U(1), µ = x, y, z Ω} and m R. Here, z denotes a grid point on the computationa domain Ω. The off-diagona entries of the system matrix are often referred to as Gauge configurations which vary according to a specific probabiity distribution. In our tests, we consider coections of constant gauge variabes, namey, U constant, as we as stochastic distributions. Our abeing of the unknowns and gauge variabes is iustrated in Figure A.1, where e µ denotes the unit vector in the µ-direction, i.e., it describes a shift on the attice by one attice site in the µ-direction. In a tests, we use the same coarsening and sparsity structure of P as for the FE Lapace system (see Figure 4.1), and coarsen the equations unti the dimension of the coarsest system is 8 8. We note that the GL operator is Hermitian and we define m such that λ min = N 2, resuting in positive definite yet i-conditioned system matices.

16 14 A. BRANDT, J. BRANNICK, K. KAHL, AND I. LIVSHITS Numerica resuts for the Gauge Lapacian with constant U. In Section 4.1, we demonstrated the effectiveness of the BAMG-MGE approach for the biinear finite eement discretization of Lapace s equation. Here, we test the method for the GL system with various choices of U constant. In Tabe 4.7, we report resuts for a V 3 -cyce setup agorithm appied to GL system with U 1. Taking m = 0, this yieds the FD Lapace operator discretized using centra finite differences, up to a scaing by h 2. As the resuts reported in Tabe 4.7 show, we obtain a very efficient mutigrid sover for this probem with the LSR approach it reduces the error by an order of magnitude at each iteration; whereas the performance of the LS scheme deteriorates as the probem size is increased. N ρ.080 (.055).090 (.056).094 (.055).089 (.053).727 (.052) Tabe 4.7: Asymptotic convergence rate estimates, ρ, of the MG method obtained by using the LS (LSR) schemes in a V 3 -cyce setup with η = 4 and k r = k e = 8. As a next test, we appy this same approach for U 1. This operator resuts from appying a symmetric diagona scaing to the FD Lapace probem, such that the kerne of the scaed operator aternates between 1 and 1. The resuts of our experiments are reported in Tabe 4.8. Again the resuts suggest that the LSR scheme with a V 3 -cyce setup is abe to efficienty sove this probem. N ρ.074 (.059).080 (.057).095 (.055).126 (.053).998 (.052) Tabe 4.8: Asymptotic convergence rate estimates, ρ, of the MG method obtained by using the LS (LSR) schemes in a V 3 -cyce setup with η = 4 and k r = k e = 8. Next, in Tabe 4.9, we report resuts for the GL operator with U e i π 7, giving the stenci e i π 7 A(U) = e 7 (4 + m) e i π 7. e i π 7 Again, we use a V 3 -cyce setup. We note that the resuting system is not equivaent to a diagona scaing of N ρ.058 (.056).054 (.054).055 (.051).051 (.049).056 (.048) Tabe 4.9: Asymptotic convergence rate estimates, ρ, of the MG method obtained using the LS (LSR) schemes in a V 3 -cyce setup with η = 4 and k r = k e = 8. the FD Lapace operator (see Appendix A for detais). Nonetheess, the LSR approach with V 3 -cyce setup yieds an efficient sover for this system as we Numerica resuts for the Gauge Lapacian with stochastic distributions of the gauge variabes. We concude our experiments with tests for the GL operators A(U) for various reaizations of the gauge variabes. In interesting cases, they are weaky correated among neighboring grid points. In genera, their distribution depends on a parameter β. The case β = yieds U z µ = 1 for µ = x, y and a z Ω. As we discuss in the appendix, as the gauge variabes become ess correated, the support of the ow eigenvectors

17 BOOTSTRAP AMG 15 of A(U) in turn become increasingy oca (see Figure A.3). Further, the number of ocay supported ow modes of A(U) generay increases as the probem size is increased, making it difficut to define an effective MG interpoation operator for the system. We report asymptotic convergence rates of the stand aone MG sover and the number of iterations it takes the associated MG preconditioned Conjugate Gradient method to reduce the initia residua by a factor of The resuts are contained in Tabe β \N W.242 W.416 W.286 W.648 W.478 W.658 V V W.284 W.264 W.225 W.576 W.389 W.672 V V W.120 W.225 W.223 W.586 W.349 W.433 V V Tabe 4.10: Asymptotic convergence rate estimates, ρ, of the MG method obtained using the LS scheme (on the eft) and LSR scheme (on the right) from V 3 - and W -cyce setup agorithms with η = 4, k r = 8, and k e = 16. The provided integer vaues denote the number of MG preconditioned Conjugate Gradient iterations needed to reduce the reative residua by a factor of An important observation here is that the improved sover performance observed for the LSR approach over the LS one for the GL system with stochastic distributions of the gauge variabes is far ess pronounced than it was for the FE Lapace system and the GL system with constant gauge variabes. Reca that, for these tests we appy the adaptive reaxation scheme to a the test vectors before constructing the LSR form of P. We note that even when appying the adaptive reaxation technique to a test vectors, the convergence rates reported for the LSR-based sover are ony marginay better than those reported for the LS-based scheme. Overa, the ack of scaing of the stand-aone method when going to arger grid sizes can perhaps be expained by the fact that the coarsest grid is not fine enough to accuratey represent a of the ocay supported eigenvectors with sma eigenvaues. Due to the stochastic nature of the configurations used in defining the entries of the system matrix, it is not cear that a direct comparison of the method for different probem sizes is reevant. Perhaps a more meaningfu observation here is that for the AMG preconditioned Conjugate Gradient sover, the number of iterations is roughy constant for a probem sizes and configurations. This in turn suggests that in the stand-aone mutigrid sover ony a few error components are not efficienty backuced. There are severa possibe ways to remedy this. First, as we did in the tests, we coud try to capture as many of the components in our BAMG-MGE setup as possibe and then treat the remaining components by recombining successive iterates, for exampe by using the mutigrid sover as a preconditioner for a Kryov subspace method (e.g., the Conjugate Gradient method). Aternativey, we coud treat these ocay supported vectors by a bock smoother, an idea coser to the mindset of geometric mutigrid. As a fina iustration, we demonstrate that even for these more chaenging tests the MGE is abe to efficienty compute eigenvector approximations of the eigenvectors of the finest-eve system. Figure 4.5 contains pots of the moduus of the eigenvector approximations with smaest eigenvaue computed using a V 2 -cyce setup. Again, we observe that the BAMG-MGE cyce efficienty generates an accurate mutigrid representation of the eigenvector with the smaest eigenvaue. 5. Concuding Remarks. In this paper, we deveoped and tested a Bootstrap approach for computing mutigrid interpoation operators. As in any efficient mutigrid sover, these operators have to be accurate for the owest eigenvectors of the probem s finest-grid operator. Here, this is achieved by defining interpoation to fit, in a east squares sense, a set of test vectors that coectivey approximate the agebraicay smooth

18 16 A. BRANDT, J. BRANNICK, K. KAHL, AND I. LIVSHITS (a) Mutigrid representation of the coarsest-grid eigenvector (b) Finest grid Fig. 4.5: Comparison of the MGE representation of the eigenvector approximations with smaest eigenvaue on each eve (Figure 4.5(a)) with the associated finest-grid eigenvector with smaest eigenvaue (Figure 4.5(b)). error. We have shown that using east squares interpoation with a BAMG cyce, a MGE, and adaptive reaxation eads to an efficient AMG setup agorithm and sover for the scaar test probems considered. A numerica experiments presented in the paper were for scaar partia differentia equations discretized on structured grids, using fu coarsening and interpoation with a fixed sparsity pattern. This aowed us to concentrate on deveoping and testing techniques for computing the interpoation and the impact of the BAMG setup, the MGE, and adaptive reaxation on the accuracy of the resuting interpoation operators. Our future research wi focus on the use of compatibe reaxation as an efficient too for choosing coarse-grid variabes and the use of agebraic distance to define the sparsity structure of the corresponding interpoation operator. Appendix A. The Gauge Lapacian system. The Gauge Lapace operator is a commony used test probem in AMG agorithm deveopment for attice formuations of the Dirac equation arising in Lattice Gauge Theories. The attice Dirac operator describes a discretized system of couped PDEs. For the sake of definiteness, Wison s origina discretization gives the nearest-neighbor couping of the unknowns which, for a two-dimensiona space and a given U(1) background gauge fied, can be written in spin-permuted ordering as ( ) A(U) B(U) D = B(U) H, A(U) where U denotes a discrete reaization of the so-caed gauge fied. The gauge configuration U can be understood as a coection of ink variabes of U(1), i.e., compex numbers with moduus one, U = {U z µ U(1), µ = x, y, z Ω}. As stated earier, our abeing of the unknowns and gauge inks is iustrated in Figure A.1. Herein, e µ is the unit vector in the µ-direction, i.e., it describes a shift on the attice by one attice site in the µ-direction. The diagona bocks, A(U), are referred to as Gauge Lapacians. The action of A(U) on a vector ψ C N 2

19 BOOTSTRAP AMG 17 U z+ey y U z+ex+ey y U z ex+ey x z + e y U z+ey x z + e x + e y U z+ex+ey x U z y U z+ex y U z ex x z U z x z + e x U z+ex x U z ey y U z+ex ey y Fig. A.1: Naming convention on the attice. at a attice site z Ω reads and the action of B(U) on ψ at site z Ω is given by (A(U)ψ) z = (4 + m)ψ z U z ex x ψ z ex (A.1) U z ey y ψ z ey U z xψ z+ex U z y ψ z+ey, (B(U)ψ) z = Uxψ z z+ex Ux z ex ψ z ex + i ( ) Uy z ψ z+ey Uy z ey ψ z ey. In our numerica experiments, we consider soving the Gauge Lapace system A(U)ψ = ϕ, for different choices of the shift m and configurations of U. In interesting cases, the off-diagona entries of A(U) are weaky correated among neighboring grid points. In genera, their distribution depends on a parameter β. The case β = yieds U z µ = 1 for µ = x, y and a z Ω. As β 0, the gauge variabes θ z µ in U z µ := e iθz µ become ess correated 2 and the support of the ow eigenvectors becomes increasingy oca. A.1. Spectra properties of the Gauge Lapacian. From (A.1), it foows that the GL matrix is Hermitian. We define the constant, m, so that the resuting matrix A has as its smaest eigenvaue λ min = N 2, with N denoting the number of grid points in a given direction of the two-dimensiona grid. This choice in turn yieds positive definite yet i-conditioned system GL systems. An important issue to consider when deveoping sovers for the Gauge Lapacian is the oca character of its agebraicay smooth error. Figure A.2 contains pots of the moduus, rea and imaginary parts, of the eigenvector with the smaest eigenvaue of the system matrix in (A.1). In Figure A.3, we provide a pot of the error for β = 5 on a grid computed using 50 Gauss-Seide reaxations. Here, we see two main reasons why standard Agebraic Mutigrid approaches break down when appied to this probem the agebraicay smooth error is ocay supported and it is not smooth among neighboring grid points in regions where it is nonzero. 2 In the reported resuts, we use gauge variabes generated using a code suppied to us by R. Brower from Boston University. The gauge data is avaiabe in ASCII format onine at

20 18 A. BRANDT, J. BRANNICK, K. KAHL, AND I. LIVSHITS Fig. A.2: Moduus, rea and imaginary parts of the eigenvector to the smaest eigenvaue for β = 5 on a grid. Fig. A.3: Moduus, rea and imaginary parts of agebraicay smooth error after 50 GS iterations appied to a random initia guess for β = 5 on a grid, which for our choice of simpe point-wise smoother is a inear combination of the ow eigenvectors of the fine grid system. To further anayze the properties of the GL operator, we consider the notion of a gauge transformation. A gauge transformation g : Ω U(1) z g z of a gauge configuration U = {U z µ} U(1) is defined by U z µ ḡ z U z µg z+eµ. That is, a gauge transformation can be represented as a diagona matrix G = diag(g z ), z Ω. Thus, the action of the gauge transformation on a gauge covariant operator Z(U) is given by Z(U) G H Z(U)G. (A.2) In the case of U U(1), we obtain the gauge transformation of U under the gauge transformation g : z e iψz by U z µ = e iθz µ g e iψz e iθz µ e iψ z+eµ. (A.3) Note that the U(1) gauge transformation G in equation (A.2) fufis G H G = I and G.,i 2 = 1, i = 1,..., m, that is, the gauge transformation is a unitary simiarity transformation of the matrix Z(U). Hence, if x 1,..., x m are the eigenvectors of Z(U) corresponding to the eigenvaues λ 1,..., λ m, then G H x 1,..., G H x m

21 BOOTSTRAP AMG 19 are the eigenvectors of G H Z(U)G corresponding to the same eigenvaues. Accordingy, we define an equivaence reation between two operators Z(U 1 ), Z(U 2 ), with gauge configurations U i, i = 1, 2 as Z(U 1 ) Z(U 2 ) there exists G s.t. Z(U 1 ) = G H Z(U 2 )G. Appying this definition we have that for a given constant configuration (Uµ z e iθ ) on an N N equidistant attice, if θ fufis θ = 2πk N, for some k {0,..., N 1}, then A(U) A(U 0 ) where U 0 denotes the case when U 1. Thus, for certain distributions of U, A(U) is simpy a diagonay scaed Lapacian, whereas, in others the system is not equivaent. We note that an effective AMG agorithm shoud sove the Lapace-equivaent systems with performance simiar to its performance for the standard Lapacian, whereas the performance in the non-equivaent case is not predictabe. A more detaied study of this system can be found in [13]. (A.4) REFERENCES [1] A. Brandt. Agebraic mutigrid theory: The symmetric case. App. Math. Comput., 19(1-4):23 56, [2] A. Brandt. Genera highy accurate agebraic coarsening. Eectron. Trans. Numer. Ana., 10:1 20, [3] A. Brandt. Mutiscae scientific computation: review In T. J. Barth, T. F. Chan, and R. Haimes, editors, Mutiscae and Mutiresoution Methods: Theory and Appications, pages Springer, Heideberg, [4] A. Brandt, S. McCormick, and J. Ruge. Agebraic mutigrid (AMG) for automatic mutigrid soution with appication to geodetic computations. Technica report, Coorado State University, Fort Coins, Coorado, [5] A. Brandt, S. McCormick, and J. Ruge. Agebraic mutigrid (amg) for sparse matrix equations. In D. J. Evans, editor, Sparsity and Its Appications. Cambridge University Press, Cambridge, [6] J. Brannick, R. Brower, M. Cark, J. Osborn, and C. Rebbi. Adaptive mutigrid agorithm for attice QCD. Phys. Rev. Lett., 100, [7] J. Brannick and R. Fagout. Compatibe reaxation and coarsening in agebraic mutigrid. SIAM J. Sci. Comput., 32(3): , [8] J. Brannick and L.Zikatanov. Agebraic mutigrid methods based on compatibe reaxation and energy minimization. In O. B. Widund and D. E. Keyes, editors, Domain decomposition methods in science and engineering XVI, voume 55, pages Springer, [9] M. Brezina, R. Fagout, S. MacLachan, T. Manteuffe, S. McCormick, and J. Ruge. Adaptive amg (aamg). SIAM J. Sci. Comput., 26: , [10] M. Brezina, T. Manteuffe, S. McCormick, J. Ruge, G. Sanders, and P. Vassievski. A generaized eigensover based on smoothed aggregation (ges-sa) for initiaizing smoothed aggregation (sa) mutigrid. Numer. Linear Agebra App., 15: , [11] R. Fagout and P. Vassievski. On generaizing the amg framework. SIAM J. Numer. Ana., 42(4): , [12] K. Kah. An agebraic mutieve approach for a mode probem for disordered physica systems. Master s thesis, Bergische Universität Wupperta, Fachbereich Mathematik und Naturwissenschaften, [13] K. Kah. Adaptive Agebraic Mutigrid for Lattice QCD Computations. PhD thesis, Bergische Universität Wupperta, Fachbereich Mathematik und Naturwissenschaften, Wupperta, [14] I. Livshits. One-dimensiona agorithm for finding eigenbasis of the schrödinger operator. SIAM J. Sci. Comput., 30(1): , [15] R. Fagout M. Brezina, S. MacLachan, T. Manteuffe, S. McCormick, and J. Ruge. Adaptive smoothed aggregation (αsa). SIAM J. Sci. Comput., 25(6): , [16] S. MacLachan and C. Oosteree. Agebraic mutigrid sovers for compex-vaued matrices. SIAM J. Sci. Comput., 30(3): , [17] T. Manteuffe, S. McCormick, M. Park, and J. Ruge. Operator-based interpoation for bootstrap agebraic mutigrid. Numer. Linear Agebra App., 17(2-3): , [18] S. McCormick and J. Ruge. Mutigrid methods for variationa probems. SIAM J. Numer. Ana., 19(5): , [19] D. Ron, I. Safro, and A.Brandt. Reaxation based coarsening and mutiscae graph organization. preprint, [20] J. Ruge and K. Stüben. Agebraic mutigrid. In S. F. McCormick, editor, Mutigrid Methods, voume 3 of Frontiers in Appied Mathematics, pages SIAM, Phiadephia, [21] G. Strang and G. J. Fix. An Anaysis of the Finite Eement Method. Prentice Ha, Engewood Ciffs, [22] P. Vassievski. Mutieve Bock Factorization Preconditioners: Matrix-based Anaysis and Agorithms for Soving Finite Eement Equations. Springer, [23] J. Wikinson. The Agebraic eigenvaue probem. Carendon Press, Oxford, 1965.

c 2011 Society for Industrial and Applied Mathematics BOOTSTRAP AMG

c 2011 Society for Industrial and Applied Mathematics BOOTSTRAP AMG SIAM J. SCI. COMPUT. Vo. 0, No. 0, pp. 000 000 c 2011 Society for Industria and Appied Mathematics BOOTSTRAP AMG A. BRANDT, J. BRANNICK, K. KAHL, AND I. LIVSHITS Abstract. We deveop an agebraic mutigrid

More information

Absolute Value Preconditioning for Symmetric Indefinite Linear Systems

Absolute Value Preconditioning for Symmetric Indefinite Linear Systems MITSUBISHI ELECTRIC RESEARCH LABORATORIES http://www.mer.com Absoute Vaue Preconditioning for Symmetric Indefinite Linear Systems Vecharynski, E.; Knyazev, A.V. TR2013-016 March 2013 Abstract We introduce

More information

Lecture Note 3: Stationary Iterative Methods

Lecture Note 3: Stationary Iterative Methods MATH 5330: Computationa Methods of Linear Agebra Lecture Note 3: Stationary Iterative Methods Xianyi Zeng Department of Mathematica Sciences, UTEP Stationary Iterative Methods The Gaussian eimination (or

More information

A Brief Introduction to Markov Chains and Hidden Markov Models

A Brief Introduction to Markov Chains and Hidden Markov Models A Brief Introduction to Markov Chains and Hidden Markov Modes Aen B MacKenzie Notes for December 1, 3, &8, 2015 Discrete-Time Markov Chains You may reca that when we first introduced random processes,

More information

Substructuring Preconditioners for the Bidomain Extracellular Potential Problem

Substructuring Preconditioners for the Bidomain Extracellular Potential Problem Substructuring Preconditioners for the Bidomain Extraceuar Potentia Probem Mico Pennacchio 1 and Vaeria Simoncini 2,1 1 IMATI - CNR, via Ferrata, 1, 27100 Pavia, Itay mico@imaticnrit 2 Dipartimento di

More information

Smoothers for ecient multigrid methods in IGA

Smoothers for ecient multigrid methods in IGA Smoothers for ecient mutigrid methods in IGA Cemens Hofreither, Stefan Takacs, Water Zuehner DD23, Juy 2015 supported by The work was funded by the Austrian Science Fund (FWF): NFN S117 (rst and third

More information

First-Order Corrections to Gutzwiller s Trace Formula for Systems with Discrete Symmetries

First-Order Corrections to Gutzwiller s Trace Formula for Systems with Discrete Symmetries c 26 Noninear Phenomena in Compex Systems First-Order Corrections to Gutzwier s Trace Formua for Systems with Discrete Symmetries Hoger Cartarius, Jörg Main, and Günter Wunner Institut für Theoretische

More information

Preconditioned Locally Harmonic Residual Method for Computing Interior Eigenpairs of Certain Classes of Hermitian Matrices

Preconditioned Locally Harmonic Residual Method for Computing Interior Eigenpairs of Certain Classes of Hermitian Matrices MITSUBISHI ELECTRIC RESEARCH LABORATORIES http://www.mer.com Preconditioned Locay Harmonic Residua Method for Computing Interior Eigenpairs of Certain Casses of Hermitian Matrices Vecharynski, E.; Knyazev,

More information

A. Distribution of the test statistic

A. Distribution of the test statistic A. Distribution of the test statistic In the sequentia test, we first compute the test statistic from a mini-batch of size m. If a decision cannot be made with this statistic, we keep increasing the mini-batch

More information

4 Separation of Variables

4 Separation of Variables 4 Separation of Variabes In this chapter we describe a cassica technique for constructing forma soutions to inear boundary vaue probems. The soution of three cassica (paraboic, hyperboic and eiptic) PDE

More information

arxiv: v4 [math.na] 25 Aug 2014

arxiv: v4 [math.na] 25 Aug 2014 BIT manuscript No. (wi be inserted by the editor) A muti-eve spectra deferred correction method Robert Speck Danie Ruprecht Matthew Emmett Michae Minion Matthias Boten Rof Krause arxiv:1307.1312v4 [math.na]

More information

BALANCING REGULAR MATRIX PENCILS

BALANCING REGULAR MATRIX PENCILS BALANCING REGULAR MATRIX PENCILS DAMIEN LEMONNIER AND PAUL VAN DOOREN Abstract. In this paper we present a new diagona baancing technique for reguar matrix pencis λb A, which aims at reducing the sensitivity

More information

Stochastic Variational Inference with Gradient Linearization

Stochastic Variational Inference with Gradient Linearization Stochastic Variationa Inference with Gradient Linearization Suppementa Materia Tobias Pötz * Anne S Wannenwetsch Stefan Roth Department of Computer Science, TU Darmstadt Preface In this suppementa materia,

More information

New Multigrid Solver Advances in TOPS

New Multigrid Solver Advances in TOPS New Multigrid Solver Advances in TOPS R D Falgout 1, J Brannick 2, M Brezina 2, T Manteuffel 2 and S McCormick 2 1 Center for Applied Scientific Computing, Lawrence Livermore National Laboratory, P.O.

More information

A two-level Schwarz preconditioner for heterogeneous problems

A two-level Schwarz preconditioner for heterogeneous problems A two-eve Schwarz preconditioner for heterogeneous probems V. Doean 1, F. Nataf 2, R. Scheich 3 and N. Spiane 2 1 Introduction Coarse space correction is essentia to achieve agorithmic scaabiity in domain

More information

Multiscale Domain Decomposition Preconditioners for 2 Anisotropic High-Contrast Problems UNCORRECTED PROOF

Multiscale Domain Decomposition Preconditioners for 2 Anisotropic High-Contrast Problems UNCORRECTED PROOF AQ Mutiscae Domain Decomposition Preconditioners for 2 Anisotropic High-Contrast Probems Yachin Efendiev, Juan Gavis, Raytcho Lazarov, Svetozar Margenov 2, 4 and Jun Ren 5 Department of Mathematics, TAMU,

More information

MATH 172: MOTIVATION FOR FOURIER SERIES: SEPARATION OF VARIABLES

MATH 172: MOTIVATION FOR FOURIER SERIES: SEPARATION OF VARIABLES MATH 172: MOTIVATION FOR FOURIER SERIES: SEPARATION OF VARIABLES Separation of variabes is a method to sove certain PDEs which have a warped product structure. First, on R n, a inear PDE of order m is

More information

FRST Multivariate Statistics. Multivariate Discriminant Analysis (MDA)

FRST Multivariate Statistics. Multivariate Discriminant Analysis (MDA) 1 FRST 531 -- Mutivariate Statistics Mutivariate Discriminant Anaysis (MDA) Purpose: 1. To predict which group (Y) an observation beongs to based on the characteristics of p predictor (X) variabes, using

More information

On Complex Preconditioning for the solution of the Kohn-Sham Equation for Molecular Transport

On Complex Preconditioning for the solution of the Kohn-Sham Equation for Molecular Transport On Compex Preconditioning for the soution of the Kohn-Sham Equation for Moecuar Transport Danie Osei-Kuffuor Lingzhu Kong Yousef Saad James R. Cheikowsky December 23, 2007 Abstract This paper anayzes the

More information

A Robust Multigrid Method for Isogeometric Analysis using Boundary Correction. C. Hofreither, S. Takacs, W. Zulehner. G+S Report No.

A Robust Multigrid Method for Isogeometric Analysis using Boundary Correction. C. Hofreither, S. Takacs, W. Zulehner. G+S Report No. A Robust Mutigrid Method for Isogeometric Anaysis using Boundary Correction C. Hofreither, S. Takacs, W. Zuehner G+S Report No. 33 Juy 2015 A Robust Mutigrid Method for Isogeometric Anaysis using Boundary

More information

Multigrid Method for Elliptic Control Problems

Multigrid Method for Elliptic Control Problems J OHANNES KEPLER UNIVERSITÄT LINZ Netzwerk f ür Forschung, L ehre und Praxis Mutigrid Method for Eiptic Contro Probems MASTERARBEIT zur Erangung des akademischen Grades MASTER OF SCIENCE in der Studienrichtung

More information

Bootstrap AMG. Kailai Xu. July 12, Stanford University

Bootstrap AMG. Kailai Xu. July 12, Stanford University Bootstrap AMG Kailai Xu Stanford University July 12, 2017 AMG Components A general AMG algorithm consists of the following components. A hierarchy of levels. A smoother. A prolongation. A restriction.

More information

14 Separation of Variables Method

14 Separation of Variables Method 14 Separation of Variabes Method Consider, for exampe, the Dirichet probem u t = Du xx < x u(x, ) = f(x) < x < u(, t) = = u(, t) t > Let u(x, t) = T (t)φ(x); now substitute into the equation: dt

More information

HILBERT? What is HILBERT? Matlab Implementation of Adaptive 2D BEM. Dirk Praetorius. Features of HILBERT

HILBERT? What is HILBERT? Matlab Implementation of Adaptive 2D BEM. Dirk Praetorius. Features of HILBERT Söerhaus-Workshop 2009 October 16, 2009 What is HILBERT? HILBERT Matab Impementation of Adaptive 2D BEM joint work with M. Aurada, M. Ebner, S. Ferraz-Leite, P. Godenits, M. Karkuik, M. Mayr Hibert Is

More information

ASummaryofGaussianProcesses Coryn A.L. Bailer-Jones

ASummaryofGaussianProcesses Coryn A.L. Bailer-Jones ASummaryofGaussianProcesses Coryn A.L. Baier-Jones Cavendish Laboratory University of Cambridge caj@mrao.cam.ac.uk Introduction A genera prediction probem can be posed as foows. We consider that the variabe

More information

Formulas for Angular-Momentum Barrier Factors Version II

Formulas for Angular-Momentum Barrier Factors Version II BNL PREPRINT BNL-QGS-06-101 brfactor1.tex Formuas for Anguar-Momentum Barrier Factors Version II S. U. Chung Physics Department, Brookhaven Nationa Laboratory, Upton, NY 11973 March 19, 2015 abstract A

More information

4 1-D Boundary Value Problems Heat Equation

4 1-D Boundary Value Problems Heat Equation 4 -D Boundary Vaue Probems Heat Equation The main purpose of this chapter is to study boundary vaue probems for the heat equation on a finite rod a x b. u t (x, t = ku xx (x, t, a < x < b, t > u(x, = ϕ(x

More information

Higher dimensional PDEs and multidimensional eigenvalue problems

Higher dimensional PDEs and multidimensional eigenvalue problems Higher dimensiona PEs and mutidimensiona eigenvaue probems 1 Probems with three independent variabes Consider the prototypica equations u t = u (iffusion) u tt = u (W ave) u zz = u (Lapace) where u = u

More information

Integrating Factor Methods as Exponential Integrators

Integrating Factor Methods as Exponential Integrators Integrating Factor Methods as Exponentia Integrators Borisav V. Minchev Department of Mathematica Science, NTNU, 7491 Trondheim, Norway Borko.Minchev@ii.uib.no Abstract. Recenty a ot of effort has been

More information

Nonlinear Analysis of Spatial Trusses

Nonlinear Analysis of Spatial Trusses Noninear Anaysis of Spatia Trusses João Barrigó October 14 Abstract The present work addresses the noninear behavior of space trusses A formuation for geometrica noninear anaysis is presented, which incudes

More information

Algorithms to solve massively under-defined systems of multivariate quadratic equations

Algorithms to solve massively under-defined systems of multivariate quadratic equations Agorithms to sove massivey under-defined systems of mutivariate quadratic equations Yasufumi Hashimoto Abstract It is we known that the probem to sove a set of randomy chosen mutivariate quadratic equations

More information

An approximate method for solving the inverse scattering problem with fixed-energy data

An approximate method for solving the inverse scattering problem with fixed-energy data J. Inv. I-Posed Probems, Vo. 7, No. 6, pp. 561 571 (1999) c VSP 1999 An approximate method for soving the inverse scattering probem with fixed-energy data A. G. Ramm and W. Scheid Received May 12, 1999

More information

ORTHOGONAL MULTI-WAVELETS FROM MATRIX FACTORIZATION

ORTHOGONAL MULTI-WAVELETS FROM MATRIX FACTORIZATION J. Korean Math. Soc. 46 2009, No. 2, pp. 281 294 ORHOGONAL MLI-WAVELES FROM MARIX FACORIZAION Hongying Xiao Abstract. Accuracy of the scaing function is very crucia in waveet theory, or correspondingy,

More information

MARKOV CHAINS AND MARKOV DECISION THEORY. Contents

MARKOV CHAINS AND MARKOV DECISION THEORY. Contents MARKOV CHAINS AND MARKOV DECISION THEORY ARINDRIMA DATTA Abstract. In this paper, we begin with a forma introduction to probabiity and expain the concept of random variabes and stochastic processes. After

More information

18-660: Numerical Methods for Engineering Design and Optimization

18-660: Numerical Methods for Engineering Design and Optimization 8-660: Numerica Methods for Engineering esign and Optimization in i epartment of ECE Carnegie Meon University Pittsburgh, PA 523 Side Overview Conjugate Gradient Method (Part 4) Pre-conditioning Noninear

More information

P-MULTIGRID PRECONDITIONERS APPLIED TO HIGH-ORDER DG AND HDG DISCRETIZATIONS

P-MULTIGRID PRECONDITIONERS APPLIED TO HIGH-ORDER DG AND HDG DISCRETIZATIONS 6th European Conference on Computationa Mechanics (ECCM 6) 7th European Conference on Computationa Fuid Dynamics (ECFD 7) 11-15 June 2018, Gasgow, UK P-MULTIGRID PRECONDITIONERS APPLIED TO HIGH-ORDER DG

More information

An explicit Jordan Decomposition of Companion matrices

An explicit Jordan Decomposition of Companion matrices An expicit Jordan Decomposition of Companion matrices Fermín S V Bazán Departamento de Matemática CFM UFSC 88040-900 Forianópois SC E-mai: fermin@mtmufscbr S Gratton CERFACS 42 Av Gaspard Coriois 31057

More information

Lecture 6: Moderately Large Deflection Theory of Beams

Lecture 6: Moderately Large Deflection Theory of Beams Structura Mechanics 2.8 Lecture 6 Semester Yr Lecture 6: Moderatey Large Defection Theory of Beams 6.1 Genera Formuation Compare to the cassica theory of beams with infinitesima deformation, the moderatey

More information

A SIMPLIFIED DESIGN OF MULTIDIMENSIONAL TRANSFER FUNCTION MODELS

A SIMPLIFIED DESIGN OF MULTIDIMENSIONAL TRANSFER FUNCTION MODELS A SIPLIFIED DESIGN OF ULTIDIENSIONAL TRANSFER FUNCTION ODELS Stefan Petrausch, Rudof Rabenstein utimedia Communications and Signa Procesg, University of Erangen-Nuremberg, Cauerstr. 7, 958 Erangen, GERANY

More information

SUPPLEMENTARY MATERIAL TO INNOVATED SCALABLE EFFICIENT ESTIMATION IN ULTRA-LARGE GAUSSIAN GRAPHICAL MODELS

SUPPLEMENTARY MATERIAL TO INNOVATED SCALABLE EFFICIENT ESTIMATION IN ULTRA-LARGE GAUSSIAN GRAPHICAL MODELS ISEE 1 SUPPLEMENTARY MATERIAL TO INNOVATED SCALABLE EFFICIENT ESTIMATION IN ULTRA-LARGE GAUSSIAN GRAPHICAL MODELS By Yingying Fan and Jinchi Lv University of Southern Caifornia This Suppementary Materia

More information

Explicit overall risk minimization transductive bound

Explicit overall risk minimization transductive bound 1 Expicit overa risk minimization transductive bound Sergio Decherchi, Paoo Gastado, Sandro Ridea, Rodofo Zunino Dept. of Biophysica and Eectronic Engineering (DIBE), Genoa University Via Opera Pia 11a,

More information

Supporting Information for Suppressing Klein tunneling in graphene using a one-dimensional array of localized scatterers

Supporting Information for Suppressing Klein tunneling in graphene using a one-dimensional array of localized scatterers Supporting Information for Suppressing Kein tunneing in graphene using a one-dimensiona array of ocaized scatterers Jamie D Was, and Danie Hadad Department of Chemistry, University of Miami, Cora Gabes,

More information

Problem set 6 The Perron Frobenius theorem.

Problem set 6 The Perron Frobenius theorem. Probem set 6 The Perron Frobenius theorem. Math 22a4 Oct 2 204, Due Oct.28 In a future probem set I want to discuss some criteria which aow us to concude that that the ground state of a sef-adjoint operator

More information

Partial permutation decoding for MacDonald codes

Partial permutation decoding for MacDonald codes Partia permutation decoding for MacDonad codes J.D. Key Department of Mathematics and Appied Mathematics University of the Western Cape 7535 Bevie, South Africa P. Seneviratne Department of Mathematics

More information

High Spectral Resolution Infrared Radiance Modeling Using Optimal Spectral Sampling (OSS) Method

High Spectral Resolution Infrared Radiance Modeling Using Optimal Spectral Sampling (OSS) Method High Spectra Resoution Infrared Radiance Modeing Using Optima Spectra Samping (OSS) Method J.-L. Moncet and G. Uymin Background Optima Spectra Samping (OSS) method is a fast and accurate monochromatic

More information

Multilevel Monte Carlo Methods and Applications to Elliptic PDEs with Random Coefficients

Multilevel Monte Carlo Methods and Applications to Elliptic PDEs with Random Coefficients CVS manuscript No. wi be inserted by the editor) Mutieve Monte Caro Methods and Appications to Eiptic PDEs with Random Coefficients K.A. Ciffe M.B. Gies R. Scheich A.L. Teckentrup Received: date / Accepted:

More information

Cryptanalysis of PKP: A New Approach

Cryptanalysis of PKP: A New Approach Cryptanaysis of PKP: A New Approach Éiane Jaumes and Antoine Joux DCSSI 18, rue du Dr. Zamenhoff F-92131 Issy-es-Mx Cedex France eiane.jaumes@wanadoo.fr Antoine.Joux@ens.fr Abstract. Quite recenty, in

More information

Componentwise Determination of the Interval Hull Solution for Linear Interval Parameter Systems

Componentwise Determination of the Interval Hull Solution for Linear Interval Parameter Systems Componentwise Determination of the Interva Hu Soution for Linear Interva Parameter Systems L. V. Koev Dept. of Theoretica Eectrotechnics, Facuty of Automatics, Technica University of Sofia, 1000 Sofia,

More information

THE REACHABILITY CONES OF ESSENTIALLY NONNEGATIVE MATRICES

THE REACHABILITY CONES OF ESSENTIALLY NONNEGATIVE MATRICES THE REACHABILITY CONES OF ESSENTIALLY NONNEGATIVE MATRICES by Michae Neumann Department of Mathematics, University of Connecticut, Storrs, CT 06269 3009 and Ronad J. Stern Department of Mathematics, Concordia

More information

arxiv: v3 [math.ap] 5 Sep 2013

arxiv: v3 [math.ap] 5 Sep 2013 NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS Numer. Linear Agebra App. 2010; 00:1 23 Pubished onine in Wiey InterScience (www.interscience.wiey.com. Loca Fourier Anaysis of the Compex Shifted Lapacian preconditioner

More information

Sequential Decoding of Polar Codes with Arbitrary Binary Kernel

Sequential Decoding of Polar Codes with Arbitrary Binary Kernel Sequentia Decoding of Poar Codes with Arbitrary Binary Kerne Vera Miosavskaya, Peter Trifonov Saint-Petersburg State Poytechnic University Emai: veram,petert}@dcn.icc.spbstu.ru Abstract The probem of efficient

More information

More Scattering: the Partial Wave Expansion

More Scattering: the Partial Wave Expansion More Scattering: the Partia Wave Expansion Michae Fower /7/8 Pane Waves and Partia Waves We are considering the soution to Schrödinger s equation for scattering of an incoming pane wave in the z-direction

More information

C. Fourier Sine Series Overview

C. Fourier Sine Series Overview 12 PHILIP D. LOEWEN C. Fourier Sine Series Overview Let some constant > be given. The symboic form of the FSS Eigenvaue probem combines an ordinary differentia equation (ODE) on the interva (, ) with a

More information

arxiv: v1 [cs.lg] 31 Oct 2017

arxiv: v1 [cs.lg] 31 Oct 2017 ACCELERATED SPARSE SUBSPACE CLUSTERING Abofaz Hashemi and Haris Vikao Department of Eectrica and Computer Engineering, University of Texas at Austin, Austin, TX, USA arxiv:7.26v [cs.lg] 3 Oct 27 ABSTRACT

More information

c 2000 Society for Industrial and Applied Mathematics

c 2000 Society for Industrial and Applied Mathematics SIAM J. SCI. COMPUT. Vo. 2, No. 5, pp. 909 926 c 2000 Society for Industria and Appied Mathematics A DEFLATED VERSION OF THE CONJUGATE GRADIENT ALGORITHM Y. SAAD, M. YEUNG, J. ERHEL, AND F. GUYOMARC H

More information

Scalable Spectrum Allocation for Large Networks Based on Sparse Optimization

Scalable Spectrum Allocation for Large Networks Based on Sparse Optimization Scaabe Spectrum ocation for Large Networks ased on Sparse Optimization innan Zhuang Modem R&D Lab Samsung Semiconductor, Inc. San Diego, C Dongning Guo, Ermin Wei, and Michae L. Honig Department of Eectrica

More information

arxiv:nlin/ v2 [nlin.cd] 30 Jan 2006

arxiv:nlin/ v2 [nlin.cd] 30 Jan 2006 expansions in semicassica theories for systems with smooth potentias and discrete symmetries Hoger Cartarius, Jörg Main, and Günter Wunner arxiv:nin/0510051v [nin.cd] 30 Jan 006 1. Institut für Theoretische

More information

NEW DEVELOPMENT OF OPTIMAL COMPUTING BUDGET ALLOCATION FOR DISCRETE EVENT SIMULATION

NEW DEVELOPMENT OF OPTIMAL COMPUTING BUDGET ALLOCATION FOR DISCRETE EVENT SIMULATION NEW DEVELOPMENT OF OPTIMAL COMPUTING BUDGET ALLOCATION FOR DISCRETE EVENT SIMULATION Hsiao-Chang Chen Dept. of Systems Engineering University of Pennsyvania Phiadephia, PA 904-635, U.S.A. Chun-Hung Chen

More information

Adaptive algebraic multigrid methods in lattice computations

Adaptive algebraic multigrid methods in lattice computations Adaptive algebraic multigrid methods in lattice computations Karsten Kahl Bergische Universität Wuppertal January 8, 2009 Acknowledgements Matthias Bolten, University of Wuppertal Achi Brandt, Weizmann

More information

Electron-impact ionization of diatomic molecules using a configuration-average distorted-wave method

Electron-impact ionization of diatomic molecules using a configuration-average distorted-wave method PHYSICAL REVIEW A 76, 12714 27 Eectron-impact ionization of diatomic moecues using a configuration-average distorted-wave method M. S. Pindzoa and F. Robicheaux Department of Physics, Auburn University,

More information

A Novel Learning Method for Elman Neural Network Using Local Search

A Novel Learning Method for Elman Neural Network Using Local Search Neura Information Processing Letters and Reviews Vo. 11, No. 8, August 2007 LETTER A Nove Learning Method for Eman Neura Networ Using Loca Search Facuty of Engineering, Toyama University, Gofuu 3190 Toyama

More information

An implicit Jacobi-like method for computing generalized hyperbolic SVD

An implicit Jacobi-like method for computing generalized hyperbolic SVD Linear Agebra and its Appications 358 (2003) 293 307 wwweseviercom/ocate/aa An impicit Jacobi-ike method for computing generaized hyperboic SVD Adam W Bojanczyk Schoo of Eectrica and Computer Engineering

More information

Theory and implementation behind: Universal surface creation - smallest unitcell

Theory and implementation behind: Universal surface creation - smallest unitcell Teory and impementation beind: Universa surface creation - smaest unitce Bjare Brin Buus, Jaob Howat & Tomas Bigaard September 15, 218 1 Construction of surface sabs Te aim for tis part of te project is

More information

Some Measures for Asymmetry of Distributions

Some Measures for Asymmetry of Distributions Some Measures for Asymmetry of Distributions Georgi N. Boshnakov First version: 31 January 2006 Research Report No. 5, 2006, Probabiity and Statistics Group Schoo of Mathematics, The University of Manchester

More information

Statistical Learning Theory: A Primer

Statistical Learning Theory: A Primer Internationa Journa of Computer Vision 38(), 9 3, 2000 c 2000 uwer Academic Pubishers. Manufactured in The Netherands. Statistica Learning Theory: A Primer THEODOROS EVGENIOU, MASSIMILIANO PONTIL AND TOMASO

More information

Data Mining Technology for Failure Prognostic of Avionics

Data Mining Technology for Failure Prognostic of Avionics IEEE Transactions on Aerospace and Eectronic Systems. Voume 38, #, pp.388-403, 00. Data Mining Technoogy for Faiure Prognostic of Avionics V.A. Skormin, Binghamton University, Binghamton, NY, 1390, USA

More information

Parallel algebraic multilevel Schwarz preconditioners for a class of elliptic PDE systems

Parallel algebraic multilevel Schwarz preconditioners for a class of elliptic PDE systems Parae agebraic mutieve Schwarz preconditioners for a cass of eiptic PDE systems A. Borzì Vaentina De Simone Daniea di Serafino October 3, 213 Abstract Agebraic mutieve preconditioners for agebraic probems

More information

ON THE REPRESENTATION OF OPERATORS IN BASES OF COMPACTLY SUPPORTED WAVELETS

ON THE REPRESENTATION OF OPERATORS IN BASES OF COMPACTLY SUPPORTED WAVELETS SIAM J. NUMER. ANAL. c 1992 Society for Industria Appied Mathematics Vo. 6, No. 6, pp. 1716-1740, December 1992 011 ON THE REPRESENTATION OF OPERATORS IN BASES OF COMPACTLY SUPPORTED WAVELETS G. BEYLKIN

More information

XSAT of linear CNF formulas

XSAT of linear CNF formulas XSAT of inear CN formuas Bernd R. Schuh Dr. Bernd Schuh, D-50968 Kön, Germany; bernd.schuh@netcoogne.de eywords: compexity, XSAT, exact inear formua, -reguarity, -uniformity, NPcompeteness Abstract. Open

More information

Introduction. Figure 1 W8LC Line Array, box and horn element. Highlighted section modelled.

Introduction. Figure 1 W8LC Line Array, box and horn element. Highlighted section modelled. imuation of the acoustic fied produced by cavities using the Boundary Eement Rayeigh Integra Method () and its appication to a horn oudspeaer. tephen Kirup East Lancashire Institute, Due treet, Bacburn,

More information

Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients

Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients Further anaysis of mutieve Monte Caro methods for eiptic PDEs with random coefficients A. L. Teckentrup, R. Scheich, M. B. Gies, and E. Umann Abstract We consider the appication of mutieve Monte Caro methods

More information

Numerische Mathematik

Numerische Mathematik Numer. Math. (1999) 84: 97 119 Digita Object Identifier (DOI) 10.1007/s002119900096 Numerische Mathematik c Springer-Verag 1999 Mutigrid methods for a parameter dependent probem in prima variabes Joachim

More information

Copyright information to be inserted by the Publishers. Unsplitting BGK-type Schemes for the Shallow. Water Equations KUN XU

Copyright information to be inserted by the Publishers. Unsplitting BGK-type Schemes for the Shallow. Water Equations KUN XU Copyright information to be inserted by the Pubishers Unspitting BGK-type Schemes for the Shaow Water Equations KUN XU Mathematics Department, Hong Kong University of Science and Technoogy, Cear Water

More information

Primal and dual active-set methods for convex quadratic programming

Primal and dual active-set methods for convex quadratic programming Math. Program., Ser. A 216) 159:469 58 DOI 1.17/s117-15-966-2 FULL LENGTH PAPER Prima and dua active-set methods for convex quadratic programming Anders Forsgren 1 Phiip E. Gi 2 Eizabeth Wong 2 Received:

More information

Introduction to Simulation - Lecture 14. Multistep Methods II. Jacob White. Thanks to Deepak Ramaswamy, Michal Rewienski, and Karen Veroy

Introduction to Simulation - Lecture 14. Multistep Methods II. Jacob White. Thanks to Deepak Ramaswamy, Michal Rewienski, and Karen Veroy Introduction to Simuation - Lecture 14 Mutistep Methods II Jacob White Thans to Deepa Ramaswamy, Micha Rewiensi, and Karen Veroy Outine Sma Timestep issues for Mutistep Methods Reminder about LTE minimization

More information

Local defect correction for time-dependent problems

Local defect correction for time-dependent problems Loca defect correction for time-dependent probems Minero, R. DOI: 10.6100/IR608579 Pubished: 01/01/2006 Document Version Pubisher s PDF, aso known as Version of Record (incudes fina page, issue and voume

More information

SASIMI: Sparsity-Aware Simulation of Interconnect-Dominated Circuits with Non-Linear Devices

SASIMI: Sparsity-Aware Simulation of Interconnect-Dominated Circuits with Non-Linear Devices SASIMI: Sparsity-Aware Simuation of Interconnect-Dominated Circuits with Non-Linear Devices Jitesh Jain, Stephen Cauey, Cheng-Kok Koh, and Venkataramanan Baakrishnan Schoo of Eectrica and Computer Engineering

More information

Gauss Law. 2. Gauss s Law: connects charge and field 3. Applications of Gauss s Law

Gauss Law. 2. Gauss s Law: connects charge and field 3. Applications of Gauss s Law Gauss Law 1. Review on 1) Couomb s Law (charge and force) 2) Eectric Fied (fied and force) 2. Gauss s Law: connects charge and fied 3. Appications of Gauss s Law Couomb s Law and Eectric Fied Couomb s

More information

Combining reaction kinetics to the multi-phase Gibbs energy calculation

Combining reaction kinetics to the multi-phase Gibbs energy calculation 7 th European Symposium on Computer Aided Process Engineering ESCAPE7 V. Pesu and P.S. Agachi (Editors) 2007 Esevier B.V. A rights reserved. Combining reaction inetics to the muti-phase Gibbs energy cacuation

More information

ABOUT THE FUNCTIONING OF THE SPECIAL-PURPOSE CALCULATING UNIT BASED ON THE LINEAR SYSTEM SOLUTION USING THE FIRST ORDER DELTA- TRANSFORMATIONS

ABOUT THE FUNCTIONING OF THE SPECIAL-PURPOSE CALCULATING UNIT BASED ON THE LINEAR SYSTEM SOLUTION USING THE FIRST ORDER DELTA- TRANSFORMATIONS ABOUT THE FUNCTIONING OF THE SPECIAL-PURPOSE CALCULATING UNIT BASED ON THE LINEAR SYSTEM SOLUTION USING THE FIRST ORDER DELTA- TRANSFORMATIONS 1 LIUBOV VLADIMIROVNA PIRSKAYA, 2 NAIL SHAVKYATOVISH KHUSAINOV

More information

A nonlinear multigrid for imaging electrical conductivity and permittivity at low frequency

A nonlinear multigrid for imaging electrical conductivity and permittivity at low frequency INSTITUTE OF PHYSICS PUBLISHING INVERSE PROBLEMS Inverse Probems 17 (001) 39 359 www.iop.org/journas/ip PII: S066-5611(01)14169-9 A noninear mutigrid for imaging eectrica conductivity and permittivity

More information

Introduction to Simulation - Lecture 13. Convergence of Multistep Methods. Jacob White. Thanks to Deepak Ramaswamy, Michal Rewienski, and Karen Veroy

Introduction to Simulation - Lecture 13. Convergence of Multistep Methods. Jacob White. Thanks to Deepak Ramaswamy, Michal Rewienski, and Karen Veroy Introduction to Simuation - Lecture 13 Convergence of Mutistep Methods Jacob White Thans to Deepa Ramaswamy, Micha Rewiensi, and Karen Veroy Outine Sma Timestep issues for Mutistep Methods Loca truncation

More information

Source and Relay Matrices Optimization for Multiuser Multi-Hop MIMO Relay Systems

Source and Relay Matrices Optimization for Multiuser Multi-Hop MIMO Relay Systems Source and Reay Matrices Optimization for Mutiuser Muti-Hop MIMO Reay Systems Yue Rong Department of Eectrica and Computer Engineering, Curtin University, Bentey, WA 6102, Austraia Abstract In this paper,

More information

Multilevel Monte Carlo Methods and Applications to Elliptic PDEs with Random Coefficients

Multilevel Monte Carlo Methods and Applications to Elliptic PDEs with Random Coefficients Mutieve Monte Caro Methods and Appications to Eiptic PDEs with Random Coefficients K.A. Ciffe, M.B. Gies, R. Scheich and A.L. Teckentrup Schoo of Mathematica Sciences, University of Nottingham, University

More information

(This is a sample cover image for this issue. The actual cover is not yet available at this time.)

(This is a sample cover image for this issue. The actual cover is not yet available at this time.) (This is a sampe cover image for this issue The actua cover is not yet avaiabe at this time) This artice appeared in a journa pubished by Esevier The attached copy is furnished to the author for interna

More information

Math 124B January 17, 2012

Math 124B January 17, 2012 Math 124B January 17, 212 Viktor Grigoryan 3 Fu Fourier series We saw in previous ectures how the Dirichet and Neumann boundary conditions ead to respectivey sine and cosine Fourier series of the initia

More information

Separation of Variables and a Spherical Shell with Surface Charge

Separation of Variables and a Spherical Shell with Surface Charge Separation of Variabes and a Spherica She with Surface Charge In cass we worked out the eectrostatic potentia due to a spherica she of radius R with a surface charge density σθ = σ cos θ. This cacuation

More information

Efficiently Generating Random Bits from Finite State Markov Chains

Efficiently Generating Random Bits from Finite State Markov Chains 1 Efficienty Generating Random Bits from Finite State Markov Chains Hongchao Zhou and Jehoshua Bruck, Feow, IEEE Abstract The probem of random number generation from an uncorreated random source (of unknown

More information

Numerical Solution of Weather and Climate Systems

Numerical Solution of Weather and Climate Systems Numerica Soution of Weather and Cimate Systems submitted by Sean Buckeridge for the degree of Doctor of Phiosophy of the University of Bath Department of Mathematica Sciences November 010 COPYRIGHT Attention

More information

A HIERARCHICAL LOW-RANK SCHUR COMPLEMENT PRECONDITIONER FOR INDEFINITE LINEAR SYSTEMS

A HIERARCHICAL LOW-RANK SCHUR COMPLEMENT PRECONDITIONER FOR INDEFINITE LINEAR SYSTEMS A HERARCHCAL LOW-RANK SCHUR COMPLEMENT PRECONDTONER FOR NDEFNTE LNEAR SYSTEMS GEOFFREY DLLON, YUANZHE X, AND YOUSEF SAAD Abstract. Nonsymmetric and highy indefinite inear systems can be quite difficut

More information

CASCADIC MULTILEVEL METHODS FOR FAST NONSYMMETRIC BLUR- AND NOISE-REMOVAL. Dedicated to Richard S. Varga on the occasion of his 80th birthday.

CASCADIC MULTILEVEL METHODS FOR FAST NONSYMMETRIC BLUR- AND NOISE-REMOVAL. Dedicated to Richard S. Varga on the occasion of his 80th birthday. CASCADIC MULTILEVEL METHODS FOR FAST NONSYMMETRIC BLUR- AND NOISE-REMOVAL S. MORIGI, L. REICHEL, AND F. SGALLARI Dedicated to Richard S. Varga on the occasion of his 80th birthday. Abstract. Image deburring

More information

LECTURE NOTES 9 TRACELESS SYMMETRIC TENSOR APPROACH TO LEGENDRE POLYNOMIALS AND SPHERICAL HARMONICS

LECTURE NOTES 9 TRACELESS SYMMETRIC TENSOR APPROACH TO LEGENDRE POLYNOMIALS AND SPHERICAL HARMONICS MASSACHUSETTS INSTITUTE OF TECHNOLOGY Physics Department Physics 8.07: Eectromagnetism II October 7, 202 Prof. Aan Guth LECTURE NOTES 9 TRACELESS SYMMETRIC TENSOR APPROACH TO LEGENDRE POLYNOMIALS AND SPHERICAL

More information

Approximation and Fast Calculation of Non-local Boundary Conditions for the Time-dependent Schrödinger Equation

Approximation and Fast Calculation of Non-local Boundary Conditions for the Time-dependent Schrödinger Equation Approximation and Fast Cacuation of Non-oca Boundary Conditions for the Time-dependent Schrödinger Equation Anton Arnod, Matthias Ehrhardt 2, and Ivan Sofronov 3 Universität Münster, Institut für Numerische

More information

Moreau-Yosida Regularization for Grouped Tree Structure Learning

Moreau-Yosida Regularization for Grouped Tree Structure Learning Moreau-Yosida Reguarization for Grouped Tree Structure Learning Jun Liu Computer Science and Engineering Arizona State University J.Liu@asu.edu Jieping Ye Computer Science and Engineering Arizona State

More information

$, (2.1) n="# #. (2.2)

$, (2.1) n=# #. (2.2) Chapter. Eectrostatic II Notes: Most of the materia presented in this chapter is taken from Jackson, Chap.,, and 4, and Di Bartoo, Chap... Mathematica Considerations.. The Fourier series and the Fourier

More information

Alberto Maydeu Olivares Instituto de Empresa Marketing Dept. C/Maria de Molina Madrid Spain

Alberto Maydeu Olivares Instituto de Empresa Marketing Dept. C/Maria de Molina Madrid Spain CORRECTIONS TO CLASSICAL PROCEDURES FOR ESTIMATING THURSTONE S CASE V MODEL FOR RANKING DATA Aberto Maydeu Oivares Instituto de Empresa Marketing Dept. C/Maria de Moina -5 28006 Madrid Spain Aberto.Maydeu@ie.edu

More information

Haar Decomposition and Reconstruction Algorithms

Haar Decomposition and Reconstruction Algorithms Jim Lambers MAT 773 Fa Semester 018-19 Lecture 15 and 16 Notes These notes correspond to Sections 4.3 and 4.4 in the text. Haar Decomposition and Reconstruction Agorithms Decomposition Suppose we approximate

More information

6 Wave Equation on an Interval: Separation of Variables

6 Wave Equation on an Interval: Separation of Variables 6 Wave Equation on an Interva: Separation of Variabes 6.1 Dirichet Boundary Conditions Ref: Strauss, Chapter 4 We now use the separation of variabes technique to study the wave equation on a finite interva.

More information

Distributed average consensus: Beyond the realm of linearity

Distributed average consensus: Beyond the realm of linearity Distributed average consensus: Beyond the ream of inearity Usman A. Khan, Soummya Kar, and José M. F. Moura Department of Eectrica and Computer Engineering Carnegie Meon University 5 Forbes Ave, Pittsburgh,

More information

Convergence and quasi-optimality of adaptive finite element methods for harmonic forms

Convergence and quasi-optimality of adaptive finite element methods for harmonic forms Noname manuscript No. (wi be inserted by the editor) Convergence and quasi-optimaity of adaptive finite eement methods for harmonic forms Aan Demow 1 the date of receipt and acceptance shoud be inserted

More information