An orthogonally accumulated projection method for symmetric linear system of equations

DOI10.1007/S11425-016-5142-5MaRDI QIDQ310195zbMATH OpenOpenAlexFDO

Authors Wujian Peng, Qun Lin, Shuhua Zhang

Publication date 8 September 2016

Published in Science China. Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1509.02002

zbMATH Keywords

algorithmconjugate gradient methoditerative methodKrylov subspace methodaccumulated projection

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Abstract: A type of iterative orthogonally accumulated projection methods for solving linear system of equations are proposed in this paper. This type of methods are applications of accumulated projection(AP) technique proposed recently by authors. Instead of searching projections in a sequence of subspaces as done in the original AP approach, these methods try to efficiently construct a sequence of orthonormal vectors while the inner-product between the solution to the system and each vector in the sequence can be easily calculated, thus the solution can be retrieved in finite number of iterations in case of exact arithmetic operations. We also discuss the strategies to handle loss-of-orthogonality during the process of constructing orthonormal vectors. Numerical experiments are provided to demonstrate the efficiency of these methods.

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Cited in

(3)

• ALP: a projection method for linear systems
• On numerical solution of arbitrary symmetric linear systems by approximate orthogonalization
• A non-Krylov subspace method for solving large and sparse linear system of equations

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