A survey of subspace recycling iterative methods
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Publication:6144044
DOI10.1002/GAMM.202000016arXiv2001.10347OpenAlexW3089315482MaRDI QIDQ6144044FDOQ6144044
Authors: Kirk M. Soodhalter, E. de Sturler, Misha E. Kilmer 
Publication date: 5 January 2024
Published in: GAMM-Mitteilungen (Search for Journal in Brave)
Abstract: This survey concerns subspace recycling methods, a popular class of iterative methods that enable effective reuse of subspace information in order to speed up convergence and find good initial guesses over a sequence of linear systems with slowly changing coefficient matrices, multiple right-hand sides, or both. The subspace information that is recycled is usually generated during the run of an iterative method (usually a Krylov subspace method) on one or more of the systems. Following introduction of definitions and notation, we examine the history of early augmentation schemes along with deflation preconditioning schemes and their influence on the development of recycling methods. We then discuss a general residual constraint framework through which many augmented Krylov and recycling methods can both be viewed. We review several augmented and recycling methods within this framework. We then discuss some known effective strategies for choosing subspaces to recycle before taking the reader through more recent developments that have generalized recycling for (sequences of) shifted linear systems, some of them with multiple right-hand sides in mind. We round out our survey with a brief review of application areas that have seen benefit from subspace recycling methods.
Full work available at URL: https://arxiv.org/abs/2001.10347
Recommendations
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Numerical methods for partial differential equations, boundary value problems (65Nxx) Numerical linear algebra (65Fxx) Computer aspects of numerical algorithms (65Yxx)
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Cited In (8)
- A sketch-and-select Arnoldi process
- Deflation for the Off-Diagonal Block in Symmetric Saddle Point Systems
- Recycling Krylov subspace methods for sequences of linear systems. Analysis and applications
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