Residual Algorithm with Preconditioner for Linear System of Equations
نویسندگان
چکیده
One of the most powerful tools for solving large and sparse systems of linear equation is iterative methods. Their significant advantages like low memory requirements and good approximation properties make them very popular, and they are widely used in applications throughout science and engineering. Residual Algorithm for solving large-scale nonsymmetric linear system of equation which symmetric part is positive (or negative) definite, is evaluated. It uses in a systematic way the residual vector as a search direction, and a spectral steplength. The global convergence is analyzed. A preliminary numerical experimentation is included for showing that the new algorithm is a robust method for solving nonsymmetric linear system and it is competitive with the well-known GMRES and BICGSTAB in number of computed residual and CPU time. The new method for sparse matrix with 12 10 entries has been successfully examined with we use the two preconditioning strategies ILU and SSOR.
منابع مشابه
Preconditioned 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 کاملA new model of (I+S)-type preconditioner for system of linear equations
In this paper, we design a new model of preconditioner for systems of linear equations. The convergence properties of the proposed methods have been analyzed and compared with the classical methods. Numerical experiments of convection-diffusion equations show a good im- provement on the convergence, and show that the convergence rates of proposed methods are superior to the other modified itera...
متن کاملA Cost-effective Ilu Preconditioner for Weather Simulation
To date, the most efficient solver used in the weather sciences for the resolution of linear system in numerical weather prediction is the generalized minimal residual method called GMRES. However, difficulties still appear in matrix resolution when the GMRES iterative method is used without an appropriate preconditioner. For improving the computation speed in numerically solving weather equati...
متن کاملGGMRES: A GMRES--type algorithm for solving singular linear equations with index one
In this paper, an algorithm based on the Drazin generalized conjugate residual (DGMRES) algorithm is proposed for computing the group-inverse solution of singular linear equations with index one. Numerical experiments show that the resulting group-inverse solution is reasonably accurate and its computation time is significantly less than that of group-inverse solution obtained by the DGMRES alg...
متن کاملPreconditioned Galerkin and minimal residual methods for solving Sylvester equations
This paper presents preconditioned Galerkin and minimal residual algorithms for the solution of Sylvester equations AX XB = C. Given two good preconditioner matricesM and N for matrices A and B, respectively, we solve the Sylvester equations MAXN MXBN =MCN. The algorithms use the Arnoldi process to generate orthonormal bases of certain Krylov subspaces and simultaneously reduce the order of Syl...
متن کامل