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EQUIVALENT REAL FORMULATIONS FOR SOLVING COMPLEX LINEAR SYSTEMS IN COMPUTATIONAL ELECTROMAGNETICS S. Tringali1 , G. Angiulli2 , G. Di Massa3 1 2 DIMET Department, Università Mediterranea, 89100 Reggio Calabria, Italy e-mail : [email protected] DIMET Department, Università Mediterranea, 89100 Reggio Calabria, Italy e-mail : [email protected] 2 DEIS Department, Università della Calabria, 87030 Rende (Cs), Italy e-mail : [email protected] Abstract: within this paper we make a comparison in terms of performances between the GMRES method and the K equivalent real formulation, when both applied to the solution of complex linear systems like Cz = γ. As well we point out how performances grow worse passing from complex to real arithmetics, except that C fulfills suitable conditions. Everything is verified over a set of matrices coming out from discretization via MoM of the electrical field integral equation in the electromagnetic scattering by an ideal electric conductor. Keywords: complex systems, real formulations, . 1 Introduction By a practical point of view, in solving the integral equation (EFIE in the following) describing the electromagnetic field backscattered by an ideal electrical conductor we proceeds effectively by two steps: reducing the original problem to a linear equation system and subsequently inverting it by means of suitable numerical algorithms [1]. For general speaking, it happens a projective method, as the one of moments (MoM in the following) generates a system like Cz = γ (1) where C is an n × n complex matrix, γ ∈ Cn is the column of known terms and z ∈ Cn is the vector of unknowns. Formally, the solution to the system is expressed by z = C −1 γ, where C −1 is the left inverse of C. Almost the whole number of packets nowadays available employs real algebra to compute C −1 [2]. So this is enough to justify, whenever necessary, any interest in developing effective tecniques capable to convert a linear system like (1) into a purely real form and comparing in terms of performances general purpose solvers for the inversion problem either in real arithmetic or in complex one. Specifically, by separation of real from imaginary, (1) can be restated in the form (A + iB)(x + iy) = (α + iβ), where A, B ∈ Rn×n ; α, β ∈ Rn and you let x = <(z) and y = =(z). Hence equating coefficients on the left and right side through R leads to the following real equivalent formulations, expressed by 2 × 2 block matrices, which from now on going we’ll refer to as K1-K4 formulations: A −B x α K1 : = B A y β A B x α K2 : = B −A −y β B A x β K3 : = A −B y α B −A x β K4 : = A B −y α For future reference, we denote the matrix associated with the K1 to K4 formulations by K1 to K4 , respectively. In fact, it’s to be said that, for any pair of bases for R2n , there exists a different equivalent real formulation of (1). This not standing, K1-K4 are recognized to be among the most significant ones. The convergence rate of an iterative method applied directly to an equivalent real formulation is often substantially worse than for the corresponding complex iterative method. That’s due to the spectral properties of the equivalent real formulation matrix, which comes to be duplicated by a conjugate symmetry. From this point of view, a real approach seems never appropiate as to solver performances. This not standing, if C is hermitian and we use K1 or K4 formulations, the spectrum is preserved on passing from complex to real arithmetic, with the only exception the algebraic multiplicity of any eigenvalue belonging to C is actually doubled [3]. Anyway this doesn’t occur into trouble, when GMRES-based methods are meant to be employed, because of their capability to resolve simultaneously multiple eigenvalues. A further disadvantage of the real formulations K1-K4 is 1.1 Sparsity properties If n is a positive integer and A ∈ Cn×n , we define a sparsity index v(A) for A by letting v(A) equal to the ratio between the total number of entries in A and the number of its non-zero elements. That standing, if r and i respectively denotes the number of purely real and purely imaginary entries in the matrix of the linear system (1) and K is the matrix of its real equivalent K formulation, we argue v(K) = v(C) + i+r 2n2 (3) This produces an increasing sparsity of K with respect to C which, despite a duplication of row and column sizes induced by passing from complex to real algebra, turns into a benefit as to the rate of convergence for GMRES-based iterative methods for a nice class of problems (substantially, the ones in which C is hermitian and i + r is large) often encountered in electromagnetics. These facts are tested over some matrices coming out from EFIE discretization via MoM and are exemplified in the table (1) below. Table 1: Numerical results. Calculation time (s) Total residue Figure 1: Spectra of C (top) and K1 (bottom) before pre- Complex form K1 form 15,723 1,9204 e-013 9,369 2,751 e-013 condioning. that they don’t preserve the sparsity pattern of C. Anyway, this can be usefully bypassed adopting an alternative formulation, which we call the K formulation, capable to preserve the nonzero pattern of the block entries at the expense of doubling the size of each dense submatrix. Here a block entry matrix is a sparse matrix whose entries are all (small) dense (sub)matrices. So, in the K formulation, cij = aij + ibij corresponds, via the scalar K1 formulation, to the 2-by-2 block entry of the 2n-by-2n real matrix K given by aij bij −bij aij References [1] Peterson A., Ray S. R. Mittra R., “Computational methods for electromagnetics”, IEEE Press, 2000 [2] Golub G., Van Loan C., “Matrix computations”, Hopkins University Press, 1996 [3] David Day, Michael A. Heroux, “Solving complexvalued linear systems via equivalent real formulations”, Siam J. Sci. Comput., vol. 23, No. 2 (2) and similarly for K2-K4 formulations. The properties of the K formulation defined enable us to implement efficient and robust preconditioned iterative solvers for complex linear systems. We can efficiently compute and apply the exact equivalent of a complexvalued preconditioner. If the complex preconditioned linear system has nice spectral properties, then the K formulation leads to convergence that is competitive with the true complex solver and sometimes even better. In the following, we try to give a brief explanation of these facts introducing some arguments based on sparsity. 2