On the Implementation of Some Residual Minimizing Krylov Space Methods
نویسندگان
چکیده
Several variants of the GMRES method for solving linear nonsingular systems of algebraic equations are described. These variants diier in building up diierent sets of orthonormalized vectors used for the construction of the approximate solution. A new A T A-variant of GMRES is proposed and the eecient implementation of the algorithm is discussed.
منابع مشابه
Solving large systems arising from fractional models by preconditioned methods
This study develops and analyzes preconditioned Krylov subspace methods to solve linear systems arising from discretization of the time-independent space-fractional models. First, we apply shifted Grunwald formulas to obtain a stable finite difference approximation to fractional advection-diffusion equations. Then, we employee two preconditioned iterative methods, namely, the preconditioned gen...
متن کاملNew variants of the global Krylov type methods for linear systems with multiple right-hand sides arising in elliptic PDEs
In this paper, we present new variants of global bi-conjugate gradient (Gl-BiCG) and global bi-conjugate residual (Gl-BiCR) methods for solving nonsymmetric linear systems with multiple right-hand sides. These methods are based on global oblique projections of the initial residual onto a matrix Krylov subspace. It is shown that these new algorithms converge faster and more smoothly than the Gl-...
متن کاملPreconditioned Generalized Minimal Residual Method for Solving Fractional Advection-Diffusion Equation
Introduction Fractional differential equations (FDEs) have attracted much attention and have been widely used in the fields of finance, physics, image processing, and biology, etc. It is not always possible to find an analytical solution for such equations. The approximate solution or numerical scheme may be a good approach, particularly, the schemes in numerical linear algebra for solving ...
متن کاملShort-Term Recurrence Krylov Subspace Methods for Nearly Hermitian Matrices
The Progressive GMRES algorithm, introduced by Beckermann and Reichel in 2008, is a residual-minimizing short-recurrence Krylov subspace method for solving a linear system in which the coefficient matrix has a low-rank skew-Hermitian part. We analyze this algorithm, observing a critical instability that makes the method unsuitable for some problems. To work around this issue we introduce a diff...
متن کاملBlock Krylov Space Methods for Linear Systems with Multiple Right-hand Sides: an Introduction
In a number of applications in scientific computing and engineering one has to solve huge sparse linear systems of equations with several right-hand sides that are given at once. Block Krylov space solvers are iterative methods that are especially designed for such problems and have fundamental advantages over the corresponding methods for systems with a single right-hand side: much larger sear...
متن کامل