Restarted GMRES for Shifted Linear Systems
For a nonsingular and non-Hermitian matrix \(A\in\mathbb{C}^{n\times n}\) and the shifted matrix \(\widehat A=A+\alpha I,\;\alpha\in\mathbb{C}\), the following two systems are considered: \[ Ax=b\text{ as seed system, and }\widehat A\widehat x=b\text{ as add system.} \] In the GMRES method, a Krylov subspace method in which the basis for the Krylov subspace (the same for the seed and the add systems) is calculated via the Arnoldi process, a common practice is the restart after some iterations using the current state as a new initial guess. Since the Arnoldi process computes identical basis vectors for the both Krylov subspaces, the add systems can be solved cheaply if GMRES is performed for the seed and the add systems simultaneously. The situation deteriorates as soon as one consider restarts: the GMRES residuals \(r^k\) and \(\widehat r^k\) of the seed and the add systems will generally not be colinear anymore. Thus, from the first restart on, the matrix multiplications for the add system cannot be saved anymore. As a remedy to this situation the authors propose to modify the GMRES iteration for the add system by forcing the residual \(\widehat r^k\) to be colinear to \(r^k\). They also establish the conditions under which a residual \(\widehat r^k\) colinear will exist. The convergence of the method is proved for a positive real matrix \(A\) and \(\alpha>0\). This is the case of interest for the lattice gauge theory computations for which the results of some numerical experiments are reported.
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