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7.5. NUMERICAL EXPERIMENTS WITH JDCOMM SOFTWARE 119<br />

Figure 7.3: Sparsity structure of the matrices A p1<br />

and A xi ,i=1,...,4<br />

Table 7.11: Comparison between performance of JD and JDCOMM<br />

Method MV A p1 MV A xi Flops ×10 8 Time (s) Global minimum<br />

JD 844 0 11.20 50.0 −3.127 × 10 6<br />

JDCOMM A x1 69 459 1.21 5.8 −3.127 × 10 6<br />

JDCOMM A x2 87 657 1.50 7.5 −3.127 × 10 6<br />

JDCOMM A x3 89 679 1.54 7.6 −3.127 × 10 6<br />

JDCOMM A x4 66 426 1.11 4.9 −3.127 × 10 6<br />

−3.127 × 10 6 and is attained at the point x 1 =7.085, x 2 =7.186, x 3 = −6.716, and<br />

x 4 =6.722. The location of these eigenvalues with respect <strong>to</strong> the whole eigenvalue<br />

spectrum of each matrix is depicted in Figure 7.4.<br />

A more efficient way of computing the global optimum is by using a Jacobi–<br />

Davidson type eigenvalue solver for a set of commuting matrices and try <strong>to</strong> compute<br />

only the smallest real eigenvalue of our polynomial p 1 . Table 7.11 shows the results<br />

of a conventional JD method and the JDCOMM method for computing the smallest real<br />

eigenvalue of the matrix A p1 , as described in Section 6.5. The JD method used here is<br />

described in [58]. The settings used for both the JD and JDCOMM are: the <strong>to</strong>lerance on<br />

the residual norm for the convergence of the eigenpair is chosen as 10 −6 ; the restart<br />

parameters for the minimal and maximal dimensions of the search spaces are chosen<br />

as 10 and 30.<br />

The first column of Table 7.11 denotes the method used and the last column shows<br />

the smallest real eigenvalue computed by the corresponding method. The second and

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