Approximate eigensolution of Laplacian matrices for locally modified graph products

Laplacian matrices and their spectrum are of great importance in algebraic graph theory. There exist efficient formulations for eigensolutions of the Laplacian matrices associated with a special class of graphs called product graphs. In this paper, the problem of determining a few approximate smallest eigenvalues and eigenvectors of large scale product graphs modified through the addition or deletion of some nodes and/or members, is investigated. The eigenproblem associated with a modified graph model is reduced using the set of master eigenvectors and linear approximated slave eigenvectors from the original model. Implicitly restarted Lanczos method is employed to obtain the required eigenpairs of the reduced problem. Examples of large scale models are included to demonstrate the efficiency of the proposed method compared to the direct application of the IRL method.     

计算大规模矩阵最大最小奇异值和奇异向量的两个精化Lanczos算法

1.引言 在科学工程计算中经常需要计算大规模矩阵的少数最大或最小的奇异值及其所对应的奇异子空间。例如图像处理中要计算矩阵端部奇异值之比作为图像的分辨率,诸如此类的问题还存在于最小二乘问题、控制理论、量子化学中等等。然而大多实际问题中的矩阵是大型稀疏矩阵,且需要的是矩阵的部分奇异对。如果计算A的完全奇异值分解(SVD),则运算量和存储量极大,甚至不可能。因此必须寻求其它有效可靠的算法。 假设A的SVD为     

Gauss quadrature based finite temperature Lanczos method

The finite temperature Lanczos method (FTLM), which is an exact diagonalization method intensively used in quantum many-body calculations, is formulated in the framework of orthogonal polynomials and Gauss quadrature. The main idea is to reduce finite temperature static and dynamic quantities into weighted summations related to one- and two-dimensional Gauss quadratures. Then lower order Gauss quadrature, which is generated from Lanczos iteration, can be applied to approximate the initial weighted summation. This framework fills the conceptual gap between FTLM and kernel polynomial method, and makes it easy to apply orthogonal polynomial techniques in the FTLM calculation.     

A review of formal orthogonality in Lanczos-based methods

Krylov subspace methods and their variants are presently the favorite iterative methods for solving a system of linear equations. Although it is a purely linear algebra problem, it can be tackled by the theory of formal orthogonal polynomials. This theory helps to understand the origin of the algorithms for the implementation of Krylov subspace methods and, moreover, the use of formal orthogonal polynomials brings a major simplification in the treatment of some numerical problems related to these algorithms. This paper reviews this approach in the case of Lanczos method and its variants, the novelty being the introduction of a preconditioner.     

Nested Lanczos: implicitly restarting an unsymmetric Lanczos algorithm

In this text, we present a generalization of the idea of the Implicitly Restarted Arnoldi method to the unsymmetric Lanczos algorithm, using the two-sided Gram-Schmidt process or using a full Lanczos tridiagonalization. The resulting implicitly restarted Lanczos method is called Nested Lanczos. Nested Lanczos can be combined with an implicit filter. It can also be used in case of breakdown and offers an alternative for look-ahead. This revised version was published online in August 2006 with corrections to the Cover Date.     

Randomized algorithms for total least squares problems

Motivated by the recently popular probabilistic methods for low‐rank approximations and randomized algorithms for the least squares problems, we develop randomized algorithms for the total least squares problem with a single right‐hand side. We present the Nyström method for the medium‐sized problems. For the large‐scale and ill‐conditioned cases, we introduce the randomized truncated total least squares with the known or estimated rank as the regularization parameter. We analyze the accuracy of the algorithm randomized truncated total least squares and perform numerical experiments to demonstrate the efficiency of our randomized algorithms. The randomized algorithms can greatly reduce the computational time and still maintain good accuracy with very high probability.     

Rational Lanczos approximations to the matrix square root and related functions

We consider restricted rational Lanczos approximations to matrix functions representable by some integral forms. A convergence analysis that stresses the effectiveness of the proposed method is developed. Error estimates are derived. Numerical experiments are presented. Copyright © 2008 John Wiley & Sons, Ltd.