On the convergence behavior of the restarted GMRES algorithm for solving nonsymmetric linear systems
نویسنده
چکیده
The solution of nonsymmetric systems of linear equations continues to be a diicult problem. A main algorithm for solving nonsymmetric problems is restarted GMRES. The algorithm is based on restarting full GMRES every s iterations, for some integer s>0. This paper considers the impact of the restart frequency s on the convergence and work requirements of the method. It is shown that a good choice of this parameter can lead to reduced solution time, while an improper choice may hinder or preclude convergence. An adaptive procedure is also presented for determining automatically when to restart. The results of numerical experiments are presented.
منابع مشابه
Implicitly Restarted GMRES and Arnoldi Methods for Nonsymmetric Systems of Equations
The generalized minimum residual method (GMRES) is well known for solving large nonsymmetric systems of linear equations. It generally uses restarting, which slows the convergence. However, some information can be retained at the time of the restart and used in the next cycle. We present algorithms that use implicit restarting in order to retain this information. Approximate eigenvectors determ...
متن کاملRestarted Block Gmres with Deflation of Eigenvalues
Block-GMRES is an iterative method for solving nonsymmetric systems of linear equations with multiple right-hand sides. Restarting may be needed, due to orthogonalization expense or limited storage. We discuss how restarting affects convergence and the role small eigenvalues play. Then a version of restarted block-GMRES that deflates eigenvalues is presented. It is demonstrated that deflation c...
متن کاملThe Tortoise and the Hare Restart GMRES
When solving large nonsymmetric systems of linear equations with the restarted GMRES algorithm, one is inclined to select a relatively large restart parameter in the hope of mimicking the full GMRES process. Surprisingly, cases exist where small values of the restart parameter yield convergence in fewer iterations than larger values. Here, two simple examples are presented where GMRES(1) conver...
متن کاملA Restarted Gmres Method Augmented with Eigenvectors * Ronald
The GMRES method for solving nonsymmetric linear equations is generally used with restarting to reduce storage and orthogonalization costs. Restarting slows down the convergence. However, it is possible to save some important information at the time of the restart. It is proposed that approximate eigenvectors corresponding to a few of the smallest eigenvalues be formed and added to the subspace...
متن کاملComplementary cycles of restarted GMRES
Restarted GMRES is one of the most popular methods for solving large nonsymmetric linear systems. The algorithm GMRES(m) restarts every m iterations. It is generally thought the information of previous GMRES cycles is lost at the time of a restart, so that each cycle contributes to the global convergence individually. However, this is not the full story. In this paper, we shed light on the rela...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Numerical Lin. Alg. with Applic.
دوره 1 شماره
صفحات -
تاریخ انتشار 1994