Recycling Krylov Subspaces for Sequences of Linear Systems

Parks, Michael L.; de Sturler, Eric; Mackey, Greg; Johnson, Duane D.; Maiti, Spandan

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https://hdl.handle.net/2142/10801 Copy

Description

Title

Recycling Krylov Subspaces for Sequences of Linear Systems

Author(s)

• Parks, Michael L.
• de Sturler, Eric
• Mackey, Greg
• Johnson, Duane D.
• Maiti, Spandan

Issue Date

2004-03

Keyword(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.

Type of Resource

text

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http://hdl.handle.net/2142/10801

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