Two recursive GMRES-type methods for shifted linear systems with general preconditioning

MaRDI QIDQ501649zbMATH OpenFDO

Authors Kirk M. Soodhalter

Publication date 9 January 2017

Published in ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1403.4428, http://www.emis.de/journals/ETNA/volumes/2011-2020/vol45/abstract_vol45_pp499-523.html

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zbMATH Keywords

Krylov subspace methodspreconditioningquantum chromodynamicsshifted linear systemsparameterized linear systems

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Strong interaction, including quantum chromodynamics (81V05)

Abstract: We present two minimum residual methods for solving sequences of shifted linear systems, the right-preconditioned shifted GMRES and shifted recycled GMRES algorithms which use a seed projection strategy often employed to solve multiple related problems. These methods are compatible with general preconditioning of all systems, and when restricted to right preconditioning, require no extra applications of the operator or preconditioner. These seed projection methods perform a minimum residual iteration for the base system while improving the approximations for the shifted systems at little additional cost. The iteration continues until the base system approximation is of satisfactory quality. The method is then recursively called for the remaining unconverged systems. We present both methods inside of a general framework which allows these techniques to be extended to the setting of flexible preconditioning and inexact Krylov methods. We present some analysis of such methods and numerical experiments demonstrating the effectiveness of the algorithms we have derived.

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Cited in

(15)

• Efficient variants of the CMRH method for solving a sequence of multi-shifted non-Hermitian linear systems simultaneously
• Krylov subspace recycling for sequences of shifted linear systems
• Nested Krylov Methods for Shifted Linear Systems
• A FEM for an optimal control problem subject to the fractional Laplace equation
• On the computation of a truncated SVD of a large linear discrete ill-posed problem
• Finding solution of linear systems via new forms of BiCG, BiCGstab and CGS algorithms
• On restarted and deflated block FOM and GMRES methods for sequences of shifted linear systems
• A flexible global GCRO-DR method for shifted linear systems and general coupled matrix equations
• On an integrated Krylov-ADI solver for large-scale Lyapunov equations
• A flexible and adaptive simpler GMRES with deflated restarting for shifted linear systems
• A survey of subspace recycling iterative methods
• Generalized shift-splitting iteration method for a class of two-by-two linear systems
• GMRES algorithms over 35 years
• Infinite GMRES for parameterized linear systems
• scientific article; zbMATH DE number 592768 (Why is no real title available?)

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