In this paper, two attractive iterative methods – conjugate gradient squared (CGS) and conjugate residual squared (CRS) – are extended to solve the generalized coupled Sylvester tensor equations . The proposed methods use tensor computations with no maricizations involved. Also, some properties of the new methods are presented. Finally, several numerical examples are given to compare the efficiency and performance of the proposed methods with some existing algorithms.
Throughout this paper, tensors are written in calligraphic font, for example, . Let be a positive integer, an order tensor is a multidimensional array with entries (Kolda, 2006; Kolda and Bader, 2009). Each entry of is denoted by . with all entries zero denotes the zero tensor. With this definition of tensor, matrices are tensors of order two where signified by capital letters, for example, . As usual, denotes the complex number field.
where the matrices and , the tensors are known and tensors are unknown and the definition of -mode product is as the following definition.
Definition 1: (Kolda, 2006). The operators represent the -mode product of a tensor with a matrix defined as follows
Definition 2: (Sun et al., 2016) For a tensor , let be the conjugate transpose of , where . The tensor is denoted by . When , is called the transpose of , denoted by .
Definition 3: (Brazell et al., 2013) Let be positive integers. The inner product of two tensors is defined by
so the tensor norm that generated by this inner product is
which is the tensor Frobenius norm. We say that are orthogonal if
We define a new inner product that is needed in the continuing.
Definition 4: Let . Then
It is easy to show that is an inner product on linear space and its associated norm is indicated by and is as
For ease of notations and calculation, the linear equation system (1) can be defined as an operator form. To this end, we have the following definition.
Definition 5: Let be the linear space Then
According to Definition 5, linear system (1) can be rewritten as
where .
When are an order 2 tensors, (1) reduces to
which is the generalized coupled Sylvester matrix equations. Thus, (1) is called the generalized coupled Sylvester tensor equations. Generalized (coupled) Sylvester matrix equations have a wide range applications in system and control theory and the generalized eigenvalue problems (Ding and Chen, 2005a, 2005b; Golub et al., 1978; Kagström and Westin, 1989).
Several kinds of tensor equations (1) are as follows
The tensor equation (3) often arises from the finite element, finite difference or spectral methods (Bai et al., 2003; Grasedyck, 2004; Li et al., 2009). Several methods are proposed for solving this equation. For example Chen and Lu (2012, 2013) have proposed the GMRES, CG and MCG-based on tensor form, respectively. Beik et al. (2016) also presented a conjugate gradient and a nested conjugate gradient algorithms with the tensor form by the Arnoldi process and the full orthogonalization method.
Definition 6: The tensor equations (1) are said to be consistent if there exist satisfying in , are said to be solution of (1).
To the best our knowledge, so far less iterative method has been applied to solve equation (1). These issues motivated the authors to present extended conjugate gradient squared and extended conjugate residual squared (CRS) algorithms to solve (1). These methods are based on tensor form and use tensor computations with no maricizations involved. As we know, the common conjugate gradient squared (CGS) and conjugate residual squared methods are two types of the most important and useful algorithms to compute the solution of non-Hermitian linear system
The remainder of this paper is organized as follows. In Section 2, we first review the common CGS and CRS algorithms for solving (8) and then extended CGS and CRS methods are obtained according to tensor form to solve (1). In Section 3, we present comparison results. Finally, some concluding remarks and acnowledgements are given in Section 4.
Extended CGS and CRS methods for solving (1)
In this section, first we present a short introduction to the common CGS and CRS methods to solve (8) and then extended CGS and extended CRS (called ECGS and ECRS, respectively) algorithms are presented for solving (1).
Two types of the iterative methods for solving large sparse non-Hermitian linear systems of equations are the bi-conjugate gradient (Bi-CG) and bi-conjugate residual (Bi-CR) methods that are based on the non-symmetric Lanczos procedure. For more details about Bi-CG and Bi-CR, one may refer to Saad (2003). The common conjugate gradient squared algorithm was developed by Sonneveld (1984), mainly to avoid using the transpose of in the Bi-CG and to gain faster convergence (the expected convergence rate is about twice that of the Bi-CG algorithm) for roughly the same computational cost. The common CGS algorithm for solving (8) is summarized in Algorithm 1. In exact arithmetic, the common CGS algorithm terminates with true solution after steps (see Sonneveld, 1984). By using Bi-CR and common CGS algorithms, the common CRS algorithm for solving (8) is shown in Algorithm 2.
Algorithm 1. Common CGS algorithm to solve (8)
Algorithm 2. Common CRS algorithm to solve (8)
Input matrices
Input matrices
Output solution of
Output solution of
Begin
Begin
1. Compute , choose arbitrary
1. Compute , choose arbitrary
2.
2.
3. For until convergence Do
3. For until convergence Do
4.
4.
5.
5.
6.
6.
7.
7.
8.
8.
9.
9.
10.
10.
11. EndDo.
11. EndDo.
In the following, we provide the ECGS and ECRS algorithms for solving (1), but before this purpose it is necessary for us to review the properties of tensor -mode product used in this paper. The following theorems establish the associative law for the -mode product.
The mode- matricization of a tensor is denoted by and the mode- fibres are arranged to be the columns of the resulting matrix (Kolda and Bader, 2009). The operator ““ denotes the columns of a matrix or tensor to form a vector (Kolda and Bader, 2009). For a matrix and a matrix , is a Kronecker product and , where is the -th column of and for a tensor , is the mode-1 matricization of the tensor . By using the property of the Kronecker product, it can be shown that tensor equations (1) are equivalent to the following equations
where
and ⊗ stands for Kronecker product.
By means of Kronecker product and vectorization operator, the general coupled tensor equations (1) can be transformed into the following linear system
The linear system (9) is consistent if and only if (1) is consistent. The size of (9) is very large even for small values of and thus the using of common CGS and CRS algorithms to solve (9) instead of solving corresponding tensor equations (1) will consume much more computer time and memory space when the dimension increases. In order to overcome this problem, we apply the ECGS and ECRS algorithms according to tensor form to solve (1) as follows
Set
where for and .
Inspired by usual CGS, the tensors and are auxiliary tensors and are th residual of th equation, that is
In regard to (2), the th residual is as . Therefore, the residual norm is
By using equations (12) and (13), we have the following relation
By the same discussion, we have
From the above discussion and based on Algorithm 1, we can describe the ECGS algorithm for solving (1) as follows.
Some important results concerning the ECGS algorithm are stated in the following theorem.
Theorem 3: The following properties hold.
(i)
(ii)
(iii)
Proof:
. The proof is by induction on . For ,
The last equation comes from line 1 of Algorithm 3 that implies and by definition of .
Algorithm 3. The ECGS algorithm for solving (1)
Input matrices and tensors for and Output solutions of Begin 1. 2. Choose arbitrary tensors such that , for (for example ) 3. For until small enough Do 4. for 5. 6. , for 7. ,for 8. , for 9. 10. , for 11. , for 12. EndDo.
Suppose that is true for . For
The last two equations come form induction assumption that implies and the definition of .
By the same discussion, combining the ‘‘ operator and the inherent properties of common CGS and this fact that the coefficient iterates and are derived based on their counterparts in Bi-CG for updating the residual tensors and the search direction tensors, the proof of relations and is easy. ■
Based on Algorithm 2, we can describe the ECRS algorithm for solving as follows.
The next theorem lists a number of properties regarding the iterates in the above algorithm.
Theorem 4: The following properties hold
(i) for .
(ii) for .
(iii) for .
(iv) , .
Proof:
. The proof is by induction on . For
The last equation comes from line 1 of Algorithm 4 that implies and the definition of .
Algorithm 4. The ECRS algorithm for solving (1)
Input matrices and tensors for and Output solutions of Begin 1. for 2. for 3. Choose arbitrary tensores such that , for (for example ) 4. For until small enough Do 5. , for 6. , for 7. , for 8. 9. , for 10 , for 11. , for 12. , for 13. 14. , for 15. , for 16. EndDo.
Suppose that is true for . For
The last two equations come form induction assumption that implies
and the definition of .
By the same discussion, combining the ‘‘ operator and the inherent properties of common CRS and this fact that the coefficient iterates and are derived based on their counterparts in Bi-CR for updating the residual tensors and the search direction tensors, the proof of relations and is obtained.
Numerical examples
In this section, we give some numerical examples to show the effectiveness of the proposed algorithms. For this purpose we compare the ECGS and ECRS algorithms with Bi-CG, Bi-CR, LSQR, CGLS, GI, all in tensor forms that we have done only their codes and avoided here the related algorithms, and GLS-BTF (Karimi and Dehghan, 2017) algorithms. All examples were carried out in double precision with a MATLAB code, while the computer specifications are Microsoft Windows XP Intel(R), Core(TM)i7-7500U, CPU 2.70 GHz, with 8 GB of RAM.
In all of the following examples we choose initial tensors .
A standard finite difference discretization on equidistant nodes (mesh-size ), combined with a second order convergent scheme (Fromm’s scheme) for the term , leads to the linear system where and
The corresponding tensor equation is which can be regarded as the Sylvester tensor equation . For
we apply the mentioned algorithms to compute the sequence . For simplicity, we construct the right-hand side tensor such that the exact solution would be a tensor where all of its elements are equal to one. The numerical results are presented in the Table 1, where the stopping criterion is . We use † to indicate that there was no convergence up to 1000 iterations.
The comparison of the iteration number (Iter) and CPU time for Example 1.
Method
ECGS
ECRS
Bi-CG
Bi-CR
CGLS
GLS-BTF
GI
(a).
CPU time
0.7248
1.1387
0.7017
1.1913
3.7895
4.3291
3.4807
Iter
103
102
157
157
†
†
†
(b).
CPU time
3.98752
5.0015
4.2548
7.1685
10.3254
9.1251
9.1091
Iter
273
217
368
344
†
†
†
(c).
CPU time
31.2923
47.3650
36.3545
53.21589
57.3980
63.3543
48.3658
Iter
415
343
542
498
†
†
†
(d).
CPU time
94.2365
155.3259
123.3253
201.3258
132.9877
150.5587
116.9875
Iter
537
472
814
777
†
†
†
The numerical results in Table 1 show the superiority of ECGS and ECRS over other methods.
Example 2: In this example, we consider the tensor equation (7) with parameters
By choosing , such that the exact solution would be a tensors where all of their elements are equal to one and applying the mentioned algorithms for , and , we compute and . The convergence curves are shown in Figure 1, where the stopping criterion is As shown in Figure 1, the ECGS and ECRS algorithms have more superiority over other algorithms.
For (a). , and (b). , , we apply the mentioned algorithms to compute . The corresponding convergence histories are depicted in Figures 2 and 3, respectively.
Comparison of residuals for Example 3(a).
Comparison of residuals for Example 3(b).
Example 4: Finally, let us consider the generalized coupled Sylvester tensor equations
with parameters
For , and , by applying the mentioned algorithms we compute the sequences , and . The convergence curves are depicted in Figure 4, which shows the performance of the proposed algorithms.
Comparison of residuals for Example 4.
Concluding remarks
In this paper, we have proposed the ECGS and ECRS methods for solving general coupled Sylvester tensor equations (1). These methods are base on tensor format. In contrast with the common CGS and CRS methods for solving matricization form of (1), the ECGS and ECRS methods need the less flops and storage. Inspired by the properties of CGS and CRS, we have presented some properties of the new methods. Our numerical results have shown that the proposed methods perform much better than others.
Footnotes
Acknowledgements
The authors would like to thank the anonymous referees for their comments and suggestions, which helped to considerably improve the manuscript.
Declaration of conflicting interests
The author(s) declared no potential conflicts of interest with respect to the research, authorship, and/or publication of this article.
Funding
The author(s) received no financial support for the research, authorship, and/or publication of this article.
ORCID iDs
Eisa Khosravi Dehdezi
Saeed Karimi
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