A block GMRES method augmented with eigenvectors

被引：20

作者：

Gu, GD ^{[1
]}

Cao, ZH ^{[1
]}

机构：

[1] Fudan Univ, Math Inst, Shanghai 200433, Peoples R China

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2001年 / 121卷 / 2-3期

关键词：

block GMRES; iterative methods; nonsymmetric linear systems; multiple right-hand sides;

D O I：

10.1016/S0096-3003(99)00294-5

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The GMRES method augmented with some eigenvectors is extended to a block version for solving large nonsymmetric linear systems with multiple right-hand sides. Residual bound is established which has an improved convergence rate on the standard block GMRES method. This improvement displays a good efficiency when restarting is used. Also an improved residual norm estimate is derived by using matrix-valued polynomials. Numerical experiments show that the new algorithm is more efficient, compared with the block GMRES method. (C) 2001 Elsevier Science Inc. All rights reserved.

引用

页码：271 / 289

页数：19

共 15 条

[1] THE LANCZOS - ARNOLDI ALGORITHM AND CONTROLLABILITY [J].