A block GMRES method with deflated restarting for solving linear systems with multiple shifts and multiple right-hand sides

被引:20
作者
Sun, Dong-Lin [1 ,2 ]
Huang, Ting-Zhu [1 ]
Jing, Yan-Fei [1 ]
Carpentieri, Bruno [3 ]
机构
[1] Univ Elect Sci & Technol China, Sch Math Sci, Inst Computat Sci, Chengdu 611731, Sichuan, Peoples R China
[2] Univ Groningen, Johann Bernoulli Inst Math & Comp Sci, Nijenborgh 9,POB 407, NL-9747 AG Groningen, Netherlands
[3] Free Univ Bozen Bolzano, Fac Comp Sci, Piazza Domenicani 3, I-39100 Bozen Bolzano, Italy
基金
中国国家自然科学基金;
关键词
block Krylov subspace methods; deflated restarting; seed strategy; shifted systems; KRYLOV SUBSPACE METHODS; NONSYMMETRIC SYSTEMS; INEXACT BREAKDOWNS; FLEXIBLE GMRES; ALGORITHM; EIGENVALUES; TOMOGRAPHY; VARIANTS; PAGERANK; FAMILIES;
D O I
10.1002/nla.2148
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The restarted block generalized minimum residual method (BGMRES) with deflated restarting (BGMRES-DR) was proposed by Morgan to dump the negative effect of small eigenvalues from the convergence of the BGMRES method. More recently, Wu et al. introduced the shifted BGMRES method (BGMRES-Sh) for solving the sequence of linear systems with multiple shifts and multiple right-hand sides. In this paper, a new shifted block Krylov subspace algorithm that combines the characteristics of both the BGMRES-DR and the BGMRES-Sh methods is proposed. Moreover, our method is enhanced with a seed selection strategy to handle the case of almost linear dependence of the right-hand sides. Numerical experiments illustrate the potential of the proposed method to solve efficiently the sequence of linear systems with multiple shifts and multiple right-hand sides, with and without preconditioner, also against other state-of-the-art solvers.
引用
收藏
页数:21
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