JMM Volume 5 Issue 1 Pages 1-14
JMM Volume 5 Issue 1 Pages 1-14
JMM Volume 5 Issue 1 Pages 1-14
1 Introduction
Consider the linear system
Ax = b, (1)
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2 A. Ataei and F. Toutounian
the Drazin-inverse and its properties, we refer to [2] or [5]. In the important
special case k = 1, this matrix is called the group inverse of A and denoted
by A] .
The problem of finding the solution of the form AD b for (1) is very com-
mon in the literature and many different techniques have been developed in
order to solve it. In [14], Sidi proposed a general approach to Krylov sub-
space methods for computing Drazin-inverse solution. And then, he gave
several Krylov subspace methods of Arnoldi, the Drazin generalized con-
jugate residual (DGCR) and Lancoze types. Moreover in [15, 16], Sidi has
continued to drive two Krylov subspace methods for computing AD b. One is
DGMRES method, which is implementation of the DGCR method for sin-
gular systems that is analogues to GMRES for non-singular systems. The
other one is the Drazin biconjugate gradient algorithm (DBI-CG) which is
Lanczos type algorithm. DGMRES, just like, GMRES method, is a stable
numerically and economical computationally and storage wise. DBI-CG
method, also just like the biconjugate gradient (BI-CG) for non–singular
systems, is a fast algorithm, but when we need a high accuracy, the algo-
rithm is invalid. In the present paper, we develop the group generalized
minimal residual (GGMRES) algorithm which is another implementation
of DGMRES, for solving the singular linear system (1) with ind(A) = 1.
By numerical examples, we show that the computation time of GGMRES
algorithm is substantially less than that of DGMRES algorithm.
2 DGMRES algorithm
DGMRES method is a Krylov subspace method for computing the Drazin–
inverse solution of consistent or inconsistent linear systems (1) [14, 16]. In
this method, there is no restriction on the matrix A. Thus, in general,
A is non-Hermitian, a := ind(A) is arbitrary, and the spectrum of A can
have any shape. DGMRES starts with an initial vectors x0 and generates
a sequence of vectors x0 , x1 , . . ., as
m−a
X
xm = x0 + ci Aa+i−1 r0 , r0 = b − Ax0 .
i=1
Then
m−a
X
rm = b − Axm = b − ci Aa+i r0 .
i=1
The Krylov subspace we will use is
then, for m ≤ m0 (for definition of m0 see [14] and [16]), we can write
Note that H̄k ∈ C(k+1)×k and H̄k has full rank when k ≤ q −1 [16]. Now, by
∗
using (7), (8), and V̂m+1 V̂m+1 = I(m+1)×(m+1) we can reduce the n×(m−a)
least squares problem of (2) to the (m + 1) × (m − a) least squares problem
where
Ĥm = H̄m H̄m−1 . . . H̄m−a , (10)
3 GGMRES algorithm
In this section, we develop a new implementation of the DGMRES algo-
rithm for the case ind(A) = 1.
(m) (m)
Let H̄i and H̄j represent the row i and the column j of H̄m , re-
spectively. By partitioning H̄m and Ĥm = H̄m H̄m−1 as
" #
(m) T
H̄1 dm
H̄m = and Hm =
b , (11)
R̄m Fm
If m steps of the Arnoldi process have been taken and V̂m+1 , the Arnoldi
basis associated with DGMRES is of full rank, then Fm is of full rank. This
result follows from the fact that for the elements ĥi+2,i , i = 1, 3, . . . , m − 1,
of Ĥ, we have
ĥi+2,i = h̄i+2,i+1 h̄i+1,i 6= 0.
In what follows we suppose that Fm is of full rank.
In order to get the solution ξm of the least squares problem (9), we can
consider the normal equation
T T
Ĥm Ĥm ξm = β Ĥm e1 . (14)
dm dTm + Fm
T T
Fm ξm = β H
bm e1 = βdm .
Let
λm = β − dTm ξm , (15)
then, we have
T
Fm Fm ξm = λm dm . (16)
By assumption, Fm is of full rank and λm = 0 implies that ξm = 0, which
is not the desired solution. Therefore, λm must be nonzero. By defining
ξm
um = , (17)
λm
the equation (16) can be written as
T
Fm Fm um = dm . (18)
From (19), we have uTm dm = kRm um k2 ≥ 0. So, the relations (15) and
(17) imply that
β
λm = >0 and ξm = λm um , (20)
1 + dTm u
So, we have
q
kArm k2 = λm 1 + kzm k22 .
and
(1) (k)
F2 = R̄2 H̄1 , Fk+1 = (F̃k |R̄k+1 H̄k ), k = 2, 3, . . . , m − 1,
Fk
where F̃k = and R̄k is defined in (11).
0
7. Compute the QR factorization of Fm : Fm = Qm Rm ; Qm ∈ Rm×m−1
and Rm ∈ R(m−1)×(m−1) .
T z = d and R u = z .
8. Solve Rm m m m m m
9. Compute λm = 1+dβT um and ξm = λm um .
m
10. Compute xm = x0 + V̂m−1
p ξm .
11. Compute kArm k2 = λm 1 + kzm k22 .
4 Numerical examples
To compare the behavior of the proposed GGMRES method discussed in
the previous section with the DGMRES method, in this section, we present
GGMRES: A GMRES–type algorithm for singular systems 9
numerical results for two examples. Our examples, which have a singular
coefficient matrix, are derived by the finite difference method for elliptic
partial differential equations. The numerical computations are performed in
MATLAB (R213a) with double precision. All computations were performed
running the code on an Intel (R) Core (TM) i7-2600, 3.40 GHz machine
with 8 GB of RAM memory using Windows 7 professional 64-bit operating
system. The initial vector x0 is the zero vector. All the tests were stopped
as soon as kArm k2 ≤ 10−12 .
( 2
∂ ∂2
( ∂x 2 + ∂y 2
)u(x, y) = f (x, y), (x, y) ∈ Ω = [0, 1] × [0, 1],
∂
∂n u(x, y) = ϕ(x, y), x, y ∈ ∂Ω.
This linear system also has been formed by Sidi [16] for testing DGMRES
algorithm. The problem has also been considered by Hank and Hochbruck
[10] for testing the Chebyshev-type semi-iterative method.
Let M be an odd integer, we discretize the Poisson equation on a uni-
form grid of mesh size h = 1/M via central differences, and then by taking
the unknowns in the red-black order we obtain the system Ax = b, where
the (M + 1)2 × (M + 1)2 nonsymmetric matrix A is as follows
A1 A2
A= , (21)
A3 A1
where A1 = 4I,
and
T1 −2I o ··· ··· ··· ··· o
..
−I T2 −I o .
..
o −I T1 −I o .
.. .. ..
. o −I T2 −I .
.
A3 = .
.. .. .. .. .. ..
. . . . .
.
.. .. .. .. ..
. . . . . o
..
. o −I T1 −I
o ··· · · · · · · · · · o −2I T2
Here, I and o denote, respectively, the (M + 1)/2 × (M + 1)/2 identity and
zero matrices and the (M + 1)/2 × (M + 1)/2 matrices T1 and T2 are given
by
−2 o · · · · · · o −1 −1 o · · · o
−1 −1 . . .
.. o −1 . . . . . .
..
.
.
T1 = o . . . . . . . . . .
.. , T2 = ... .. .. .. .
. . . o
.. ..
..
. . −1 o . −1 −1
o · · · o −1 −1 o · · · · · · o −2
The numerical experiment is performed for M = 31, 63, 127.
Example 2. As shown in [4], applying 5−point central differences to the
partial differential equation
∂2U ∂2U ∂U
2
+ 2
+d = f (x, y), 0 < x, y < 1,
∂x ∂y ∂x
over the unit square Ω = (0, 1)×(0, 1) with the periodic boundary condition:
u(x, 0) = u(x, 1), u(0, y) = u(1, y),
yields a singular system with a nonsymmetric coefficient matrix. The mesh
size is chosen as h = 1/m for Ω, so that the resulting system has the
following n × n coefficient matrix (where n = m2 ):
Dm Im · · · Im
Im Dm Im
. . . . . .
1 . . .
A := 2
. . .
. (22)
h .. .. ..
Im Dm Im
Im Im Dm
GGMRES: A GMRES–type algorithm for singular systems 11
e
Consequently the system Ax = b̂ + δ kek 2
is solved for x. The perturbation
−2
parameter δ is selected as 10 in our experiments.
For these examples, the solution we are looking for is the vector ŝ, whose
components are zeros except
for Example 2.
In Tables 1-4, we give the number of iterations (Its), the CPU time
(Time) required for convergence, and the error (Error) for the DGMRES
and GGMRES methods. As shown in Tables 1-4 the GGMRES algorithm
is effective and less expensive than the DGMRES algorithm.
12 A. Ataei and F. Toutounian
5 Conclusion
In this paper, we have presented a new method, called GGMRES, for com-
puting the group-inverse solution of singular linear equations with index
one. This method is based on DGMRES algorithm. Numerical experiments
show that the group-inverse solution obtained by this method is reasonably
accurate, and its computation time is less than that of solution obtained by
the DGMRES method. So, we can conclude that the GGMRES algorithm
is a robust and efficient tool for computing the group-inverse solution of
singular linear equations with index one.
GGMRES: A GMRES–type algorithm for singular systems 13
Acknowledgements
We would like to thank the editor and anonymous referees for their carefully
reading and useful comments. We are also grateful to editor in chief of the
journal for his comments that improved our results.
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