A non-Krylov subspace method for solving large and sparse linear system of equations

DOI10.4208/NMTMA.2016.Y14014MaRDI QIDQ5282649zbMATH OpenOpenAlexFDO

Authors Wujian Peng, Qun Lin

Publication date 14 July 2017

Published in Numerical Mathematics: Theory, Methods and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1511.08042

zbMATH Keywords

numerical experimentsiterative methodKrylov subspace methodaccumulated projectionHilbert matrixsparse linear systemill-conditioned coefficient matrix

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Iterative numerical methods for linear systems (65F10)

Abstract: Most current prevalent iterative methods can be classified into the so-called extended Krylov subspace methods, a class of iterative methods which do not fall into this category are also proposed in this paper. Comparing with traditional Krylov subspace methods which always depend on the matrix-vector multiplication with a fixed matrix, the newly introduced methods(the so-called (progressively) accumulated projection methods, or AP (PAP) for short) use a projection matrix which varies in every iteration to form a subspace from which an approximate solution is sought. More importantly an accelerative approach(called APAP) is introduced to improve the convergence of PAP method. Numerical experiments demonstrate some surprisingly improved convergence behavior. Comparison between benchmark extended Krylov subspace methods(Block Jacobi and GMRES) are made and one can also see remarkable advantage of APAP in some examples. APAP is also used to solve systems with extremely ill-conditioned coefficient matrix (the Hilbert matrix) and numerical experiments shows that it can bring very satisfactory results even when the size of system is up to a few thousands.

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Cited in

(9)

• Iterative solution of large linear systems with non-smooth submatrices using partial wavelet transforms and split-matrix matrix–vector multiplication
• A class of optimized row projection methods for solving large nonsymmetric linear systems
• An orthogonally accumulated projection method for symmetric linear system of equations
• ALP: a projection method for linear systems
• Altman's methods revisited
• Modified Lanczos method for solving large sparse linear systems
• Linear system solution by null-space approximation and projection (SNAP)
• Nonlinear Krylov subspace methods for solving nonsmooth equations
• Practical Use of Some Krylov Subspace Methods for Solving Indefinite and Nonsymmetric Linear Systems

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