An adaptive Chebyshev iterative method for nonsymmetric linear systems based on modified moments

DOI10.1007/S002110050016MaRDI QIDQ1326468zbMATH OpenOpenAlexFDO

Authors Gene H. Golub, Daniela Calvetti, Lothar Reichel

Publication date 10 October 1994

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s002110050016

zbMATH Keywords

adaptive Chebyshev iterative methodKrylov spacenonsymmetric conjugate gradientsnonsymmetric Lanczos methodthree term recurrence relations

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Review text

Three term recurrence relations in the Krylov space are considered when a linear system of equations with a nonsymmetric matrix \(A\) is to be solved. If the spectrum of \(A\) lies in an ellipse whose width is small, when compared with its distance from the origin, relations with fixed parameters may be used. Otherwise adaptive coefficients which depend on some modified moments are recommended. The connection with the nonsymmetric Lanczos method is discussed.

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• A generalized ADI iterative method
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• Restarted GMRES preconditioned by deflation
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• A condition for the superiority of the (2, 2)-step methods over the related Chebyshev method
• Block GPBi-CG method for solving nonsymmetric linear systems with multiple right-hand sides and its convergence analysis
• New block quadrature rules for the approximation of matrix functions
• Hybrid methods based on LCG and GMRES
• Generalized averaged Gauss quadrature rules for the approximation of matrix functionals
• Estimates of Eigenvalues for Iterative Methods
• On the generation of Krylov subspace bases
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• Is a Chebyshev method optimal for an elliptic region also optimal for a nearly elliptic region?
• Low‐rank linear fluid‐structure interaction discretizations
• Simplified anti-Gauss quadrature rules with applications in linear algebra
• An adaptive \(s\)-step conjugate gradient algorithm with dynamic basis updating.
• Leja, Fejér-Leja and \(\mathfrak{R}\)-Leja sequences for Richardson iteration
• On computing of block ILU preconditioner for block tridiagonal systems

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