DGMRES method augmented with eigenvectors for computing the Drazin-inverse solution of singular linear systems

DOI10.1007/S10255-016-0585-6MaRDI QIDQ287915zbMATH OpenOpenAlexFDO

Authors Bin Meng

Publication date 23 May 2016

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1009.4406

zbMATH Keywords

eigenvectoriterative methodDGMRESKrylov subspaceDrazin-inverse

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Abstract: The DGMRES method for solving Drazin-inverse solution of singular linear systems is generally used with restarting. But the restarting often slows down the convergence and DGMRES often stagnates. We show that adding some eigenvectors to the subspace can improve the convergence just like the method proposed by R.Morgan in [R.Morgan, A restarted GMRES method augmented with eigenvectors, SIAM J.Matrix Anal.Appl. 16 (1995)1154-1171]. We derive the implementation of this method and present some numerical examples to show the advantages of this method.

Recommendations

• New methods for computing the Drazin-inverse solution of singular linear systems
• New algorithms for solving singular linear system
• DGMRES: A GMRES-type algorithm for Drazin-inverse solution of singular nonsymmetric linear systems
• A simpler DGMRES
• The analysis of restart DGMRES for solving singular linear systems

Cites work

• scientific article; zbMATH DE number 1522951 (Why is no real title available?)
• A Restarted GMRES Method Augmented with Eigenvectors
• A note on preconditioned GMRES for solving singular linear systems
• A simpler DGMRES
• A two-step algorithm for solving singular linear systems with index one
• A unified approach to Krylov subspace methods for the Drazin-inverse solution of singular nonsymmetric linear systems
• DGMRES: A GMRES-type algorithm for Drazin-inverse solution of singular nonsymmetric linear systems
• On the convergence of general stationary iterative methods for range-Hermitian singular linear systems.
• Orthogonal polynomials and semi-iterative methods for the Drazin-inverse solution of singular linear systems
• Stagnation analysis of DGMRES.
• The analysis of restart DGMRES for solving singular linear systems

Cited in

(6)

• New methods for computing the Drazin-inverse solution of singular linear systems
• New algorithms for solving singular linear system
• A simpler DGMRES
• On the convergence rate of DGMRES
• Stagnation analysis of DGMRES.
• The analysis of restart DGMRES for solving singular linear systems

This page was built for publication: DGMRES method augmented with eigenvectors for computing the Drazin-inverse solution of singular linear systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q287915)