Deflated GMRES for systems with multiple shifts and multiple right-hand sides
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Publication:952035
DOI10.1016/J.LAA.2008.04.019zbMATH Open1153.65032arXiv0707.0502OpenAlexW2076556622MaRDI QIDQ952035FDOQ952035
Authors: Dean Darnell, Ronald B. Morgan, Walter M. Wilcox 
Publication date: 6 November 2008
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Abstract: We consider solution of multiply shifted systems of nonsymmetric linear equations, possibly also with multiple right-hand sides. First, for a single right-hand side, the matrix is shifted by several multiples of the identity. Such problems arise in a number of applications, including lattice quantum chromodynamics where the matrices are complex and non-Hermitian. Some Krylov iterative methods such as GMRES and BiCGStab have been used to solve multiply shifted systems for about the cost of solving just one system. Restarted GMRES can be improved by deflating eigenvalues for matrices that have a few small eigenvalues. We show that a particular deflated method, GMRES-DR, can be applied to multiply shifted systems. In quantum chromodynamics, it is common to have multiple right-hand sides with multiple shifts for each right-hand side. We develop a method that efficiently solves the multiple right-hand sides by using a deflated version of GMRES and yet keeps costs for all of the multiply shifted systems close to those for one shift. An example is given showing this can be extremely effective with a quantum chromodynamics matrix.
Full work available at URL: https://arxiv.org/abs/0707.0502
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eigenvaluesnumerical exampleslinear equationsGMRESQCDquantum chromodynamicsBiCGmultiple right-hand sidesdeflationKrylov iterative methodsmultiple shifts
Linear equations (linear algebraic aspects) (15A06) Iterative numerical methods for linear systems (65F10) Computational methods for problems pertaining to quantum theory (81-08) Strong interaction, including quantum chromodynamics (81V05)
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Cited In (28)
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