Restarted block-GMRES with deflation of eigenvalues

被引：68
作者：
Morgan, RB [1 ]
机构：
[1] Baylor Univ, Dept Math, Waco, TX 76798 USA
来源：
APPLIED NUMERICAL MATHEMATICS | 2005年 / 54卷 / 02期
关键词：
linear equations; iterative methods; GMRES; deflation; block methods; eigenvalues;
D O I：
10.1016/j.apnum.2004.09.028
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Block-GMRES is an iterative method for solving nonsymmetric systems of linear equations with multiple right-hand sides. Restarting may be needed, due to orthogonalization expense or limited storage. We discuss how restarting affects convergence and the role small eigenvalues play. Then a version of restarted block-GMRES that deflates eigenvalues is presented. It is demonstrated that deflation can be particularly important for block methods. (c) 2004 IMACS. Published by Elsevier B.V. All rights reserved.
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收藏
页码：222 / 236
页数：15
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