Deflated GMRES for systems with multiple shifts and multiple right-hand sides
نویسندگان
چکیده
منابع مشابه
Deflated Gmres for Systems with Multiple Shifts and Multiple Right-hand Sides∗
We consider solution of multiply shifted systems of nonsymmetric linear equations, possibly also with multiple right-hand sides. First, for a single right-hand side, the matrix is shifted by several multiples of the identity. Such problems arise in a number of applications, including lattice quantum chromodynamics where the matrices are complex and non-Hermitian. Some Krylov iterative methods s...
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A deflated and restarted Lanczos algorithm to solve hermitian linear systems, and at the same time compute eigenvalues and eigenvectors for application to multiple right-hand sides, is described. For the first right-hand side, eigenvectors with small eigenvalues are computed while simultaneously solving the linear system. Two versions of this algorithm are given. The first is called Lan-DR and ...
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Recently, the complementary behavior of restarted GMRES has been studied. We observed that successive cycles of restarted block BGMRES (BGMRES(m,s)) can also complement one another harmoniously in reducing the iterative residual. In the present paper, this characterization of BGMRES(m,s) is exploited to form a hybrid block iterative scheme. In particular, a product hybrid block GMRES algorithm ...
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The block GMRES (BGMRES) method is a natural generalization of the GMRES algorithm for solving large nonsymmetric systems with multiple right-hand sides. Unfortunately, its cost increases significantly per iteration, frequently rendering the method impractical. In this paper we propose a hybrid block GMRES method which offers significant performance improvements over BGMRES. This method uses th...
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A deflated restarted Lanczos algorithm is given for both solving symmetric linear equations and computing eigenvalues and eigenvectors. The restarting limits the storage so that finding eigenvectors is practical. Meanwhile, the deflating from the presence of the eigenvectors allows the linear equations to generally have good convergence in spite of the restarting. Some reorthogonalization is ne...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2008
ISSN: 0024-3795
DOI: 10.1016/j.laa.2008.04.019