A simple strategy for varying the restart parameter in GMRES(m)

被引：50

作者：

Baker, A. H. ^{[1
]}

Jessup, E. R. ^{[2
]}

Kolev, Tz. V. ^{[1
]}

机构：

[1] Lawrence Livermore Natl Lab, Ctr Appl Sci Comp, Livermore, CA 94551 USA

[2] Univ Colorado, Dept Comp Sci, Boulder, CO 80309 USA

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2009年 / 230卷 / 02期

基金：

美国国家科学基金会;

关键词：

GMRES; Iterative methods; Krylov subspace; Restart parameter; CONVERGENCE BEHAVIOR; ALGORITHM;

D O I：

10.1016/j.cam.2009.01.009

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

When solving a system of linear equations with the restarted GM RES method, a fixed restart parameter is typically chosen. We present numerical experiments that demonstrate the beneficial effects of changing the value of the restart parameter in each restart cycle on the total time to solution. We propose a simple strategy for varying the restart parameter and provide some heuristic explanations for its effectiveness based on analysis of the symmetric case. (C) 2009 Elsevier B.V. All rights reserved.

引用

页码：751 / 761

页数：11

共 27 条

[1]

[Anonymous], 1996, Iterative Methods for Sparse Linear Systems

[2]

[Anonymous], P ALG C SCI COMP SPR

[3] A technique for accelerating the convergence of restarted GMRES [J].

Baker, AH ;

Jessup, ER ;

Manteuffel, T .

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2005, 26 (04) :962-984

[4]

BAKER AH, 2005, UCRLJRNL212997

[5]

BAKER AH, 2003, THESIS U COLORADO BO

[6]

Berndt M., 1998, ETNA, V6, P35

[7]

DAVIS T., 2007, U FLORIDA SPARSE MAT

[8] Analysis of acceleration strategies for restarted minimal residual methods [J].

Eiermann, M ;

Ernst, OG ;

Schneider, O .

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2000, 123 (1-2) :261-292

[9] VARIATIONAL ITERATIVE METHODS FOR NONSYMMETRIC SYSTEMS OF LINEAR-EQUATIONS [J].

EISENSTAT, SC ;

ELMAN, HC ;

SCHULTZ, MH .

SIAM JOURNAL ON NUMERICAL ANALYSIS, 1983, 20 (02) :345-357

[10] The tortoise and the hare restart GMRES [J].

Embree, M .

SIAM REVIEW, 2003, 45 (02) :259-266

← 1 2 3 →