BLOCK GMRES METHOD WITH INEXACT BREAKDOWNS AND DEFLATED RESTARTING

被引：24

作者：

Agullo, E. ^{[1
]}

Giraud, L. ^{[1
]}

Jing, Y. -F. ^{[2
]}

机构：

[1] Univ Bordeaux, CNRS, LaBRI UMR5800, INRIA,Bordeaux INP, F-31057 Toulouse, France

[2] Univ Elect Sci & Technol China, Inst Computat Sci, Sch Math Sci, Chengdu 611731, Sichuan, Peoples R China

来源：

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 2014年 / 35卷 / 04期

关键词：

block GMRES; deflated restarting; block inexact rank deficiency; RIGHT-HAND SIDES; KRYLOV SUBSPACE METHODS; LINEAR-SYSTEMS; NONSYMMETRIC SYSTEMS; EIGENVALUE PROBLEMS; CONVERGENCE; EIGENVECTORS; ALGORITHMS; SEQUENCES; FRAMEWORK;

D O I：

10.1137/140961912

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We consider the solution of large linear systems with multiple right-hand sides using a block GMRES approach. We introduce a new algorithm that effectively handles the situation of almost rank deficient block generated by the block Arnoldi procedure and that enables the recycling of spectral information at restart. The first feature is inherited from an algorithm introduced by Robbe and Sadkane [Linear Algebra Appl., 419 (2006), pp. 265-285], while the second one is obtained by extending the deflated restarting strategy proposed by Morgan [Appl. Numer. Math., 54 (2005), pp. 222-236]. Through numerical experiments, we show that the new algorithm combines efficiently the attractive numerical features of its two parents and outperforms them.

引用

页码：1625 / 1651

页数：27

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