Accurate Preconditioing for Computing Eigenvalues of Large and Extremely Ill-conditioned Matrices

University Of Kentucky Research Foundation, Lexington KY

Investigators

Abstract

Computations of eigenvalues of large matrices arise in a wide range of scientific and engineering applications, including, for example, page ranking of the Google Search Engine. Large scale eigenvalue problems are often inherently ill-conditioned which implies that their eigenvalues differ vastly in magnitude. This poses a significant challenge to the existing eigenvalue algorithms in the sense that smaller eigenvalues computed may have a poor accuracy, caused by roundoff errors in computer arithmetic. This project will develop new algorithms to address this numerical difficulty. The research results will have applications in a variety of problems where extreme ill-conditioning arises. In particular, a notable ill-conditioning problem is the biharmonic differential operator, which has been used in modeling and design of rigid elastic structures such as beams, plates, or solids, in constructions of multivariate splines, as well as in geometric modeling and computer graphics. A discrete version of the biharmonic operator has also found applications in circuits, image processing, mesh deformation, and manifold learning. With the discretized biharmonic operators easily becoming extremely ill-conditioned, this research will resolve the numerical accuracy issues of the existing algorithms for these applications. Computing smaller eigenvalues of large and extremely ill-conditioned matrices is an important and intellectually challenging task. Indeed, the effect of ill-conditioning on accuracy is often regarded as an unsolvable problem that is attributable to the formulation of the eigenvalue problem itself. While recent research results have shown that this may be mitigated by exploring structures of matrices, the main objective of this project is to propose an innovative use of preconditioning as a new general methodology to solve the accuracy issue caused by ill-conditioning. We will develop new methods that combine preconditioning with accurate structured inversion methods to accurately compute smaller eigenvalues of an extremely ill-conditioned matrix. As an application, we will also study various discretization schemes and derive suitable structured preconditioners for biharmonic differential operators.