Inexact GMRES for singular linear systems

DOI10.1007/S10543-008-0171-2MaRDI QIDQ960028zbMATH OpenOpenAlexWikidataFDO

Authors Xiuhong Du, Daniel B. Szyld

Publication date 16 December 2008

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10543-008-0171-2

zbMATH Keywords

Markov chainconvergencenumerical examplessingular linear systemsgeneralized minimal residual (GMRES) methodinexact Krylov subspace methodsinexact matrix-vector product

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10)

Recommendations

• Inexact uniformization and GMRES methods for large Markov chains.
• Some results about GMRES in the singular case
• On the use of incomplete semiiterative methods for singular systems and applications in Markov chain modeling.
• GMRES-type methods for inconsistent systems
• GMRES On (Nearly) Singular Systems

Cites work

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• DFOM algorithm and error analysis for projection methods for solving singular linear system
• GMRES On (Nearly) Singular Systems
• GMRES-type methods for inconsistent systems
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• Inexact Krylov Subspace Methods for Linear Systems
• Inexact Matrix-Vector Products in Krylov Methods for Solving Linear Systems: A Relaxation Strategy
• Numerical Methods in Markov Chain Modeling
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• On the use of two QMR algorithms for solving singular systems and applications in Markov chain modeling
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• Scaled total least squares fundamentals
• Solving EP singular linear systems
• Some results about GMRES in the singular case
• Theory of Inexact Krylov Subspace Methods and Applications to Scientific Computing

Cited in

(15)

• Inexact uniformization and GMRES methods for large Markov chains.
• A Note on Inexact Inner Products in GMRES
• GMRES implementations and residual smoothing techniques for solving ill-posed linear systems
• A simpler DGMRES
• Theory of Inexact Krylov Subspace Methods and Applications to Scientific Computing
• Inexact Krylov Subspace Methods for Linear Systems
• Inexact global FOM and GMRES methods for solving linear systems with multiple right-hand sides
• GMRES-type methods for inconsistent systems
• A note on preconditioned GMRES for solving singular linear systems
• A stabilized GMRES method for singular and severely ill-conditioned systems of linear equations
• On GMRES for singular EP and GP systems
• Evaluation of the performance of inexact GMRES
• The analysis of restart DGMRES for solving singular linear systems
• Some results about GMRES in the singular case
• A note on ℝ‐linear GMRES for solving a class of ℝ‐linear systems

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• METIS
• MARCA

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