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

DOI10.1007/S10255-016-0585-6zbMATH Open1337.65032arXiv1009.4406OpenAlexW1544947354MaRDI QIDQ287915FDOQ287915

Authors: Bin Meng 

Publication date: 23 May 2016

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

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.

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

Recommendations

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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)

Cites Work

• DGMRES: A GMRES-type algorithm for Drazin-inverse solution of singular nonsymmetric linear systems
• A note on preconditioned GMRES for solving singular linear systems
• The analysis of restart DGMRES for solving singular linear systems
• On the convergence of general stationary iterative methods for range-Hermitian singular linear systems.
• A simpler DGMRES
• Stagnation analysis of DGMRES.
• Orthogonal polynomials and semi-iterative methods for the Drazin-inverse solution of singular linear systems
• A two-step algorithm for solving singular linear systems with index one
• Title not available (Why is that?)
• A Restarted GMRES Method Augmented with Eigenvectors
• A unified approach to Krylov subspace methods for the Drazin-inverse solution of singular nonsymmetric 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

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