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Title:Recycling Krylov Subspaces for Sequences of Linear Systems
Author(s):Parks, Michael L.; de Sturler, Eric; Mackey, Greg; Johnson, Duane D.; Maiti, Spandan
Subject(s):Numerical Analysis
Abstract:Many problems in engineering and physics require the solution of a large sequence of linear systems. We can reduce the cost of solving subsequent systems in the sequence by recycling information from previous systems. We overview two different approaches. For several model problems, we demonstrate that we can reduce the iteration count required to solve a linear system by a factor of two. We consider both Hermitian and non-Hermitian problems, and present numerical experiments to illustrate the effects of subspace recycling.
Issue Date:2004-03
Genre:Technical Report
Rights Information:You are granted permission for the non-commercial reproduction, distribution, display, and performance of this technical report in any format, BUT this permission is only for a period of 45 (forty-five) days from the most recent time that you verified that this technical report is still available from the University of Illinois at Urbana-Champaign Computer Science Department under terms that include this permission. All other rights are reserved by the author(s).
Date Available in IDEALS:2009-04-14

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