On restarting the tensor infinite Arnoldi method

• An efficient and robust restart strategy is important for any Krylov-based method for eigenvalue problems. The tensor infinite Arnoldi method (TIAR) is a Krylov-based method for solving nonlinear eigenvalue problems (NEPs). This method can be interpreted as an Arnoldi method applied to a linear and infinite dimensional eigenvalue problem where the Krylov basis consists of polynomials. We propose new restart techniques for TIAR and analyze efficiency and robustness. More precisely, we consider an extension of TIAR which corresponds to generating the Krylov space using not only polynomials, but also structured functions, which are sums of exponentials and polynomials, while maintaining a memory efficient tensor representation. We propose two restarting strategies, both derived from the specific structure of the infinite dimensional Arnoldi factorization. One restarting strategy, which we call semi-explicit TIAR restart, provides the possibility to carry out locking in a compact way. The other strategy, which we call implicit TIAR restart, is based on the Krylov–Schur restart method for the linear eigenvalue problem and preserves its robustness. Both restarting strategies involve approximations of the tensor structured factorization in order to reduce the complexity and the required memory resources. We bound the error introduced by some of the approximations in the infinite dimensional Arnoldi factorization showing that those approximations do not substantially influence the robustness of the restart approach. We illustrate the effectiveness of the approaches by applying them to solve large scale NEPs that arise from a delay differential equation and a wave propagation problem. The advantages in comparison to other restart methods are also illustrated. 

Ämnesord

NATURVETENSKAP  -- Matematik -- Beräkningsmatematik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Computational Mathematics (hsv//eng)

Nyckelord

Krylov subspace method

Krylov–Schur method

Nonlinear eigenvalue problem

Restart

Tensor infinite Arnoldi

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