On the block GMRES method with deflated restarting (Q654694)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the block GMRES method with deflated restarting
scientific article

    Statements

    On the block GMRES method with deflated restarting (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    29 December 2011
    0 references
    The authors consider the solution of the block linear system of equations \(A X =B,\) where \(A\) is an \(N\times N\) real nonsymmetric and nonsingular matrix, \(B\) and \(X\) are \(N \times p\) rectangular matrices and the columns of \(B\) are the different right-hand sides. The block-GMRES method with deflated restarting for solving nonsymmetric linear systems with multiple right-hand sides is studied. The authors slightly modify the restarted block-GMRES method with deflation of eigenvalues proposed by \textit{R. B. Morgan} [Appl. Numer. Math. 54, No. 2, 222--236 (2005; Zbl 1074.65043)] to obtain the new one. It is shown that the modified method is mathematically equivalent to Morgan's original method. An error analysis shows that the modified version minimizes the numerical errors during a restart and therefore is better suited if the linear system has to be solved with high precision.
    0 references
    0 references
    linear system
    0 references
    iteration method
    0 references
    block GMRES
    0 references
    deflation
    0 references
    accuracy
    0 references
    multiple right-hand sides
    0 references
    0 references