Automatically assigned DDC number: 5129434

Manually assigned DDC number: 5129434

Number of references: 8

Title: Adaptively Preconditioned Gmres Algorithms

Author:

Author:

Subject: D. Calvetti,G. H. Golub L. Reichel Adaptively Preconditioned Gmres Algorithms

Description: . The restarted GMRES algorithm proposed by Saad and Schultz [22] is one of the most popular iterative methods for the solution of large linear systems of equations Ax = b with a nonsymmetric and sparse matrix. This algorithm is particularly attractive when a good preconditioner is available. The present paper describes two new methods for determining preconditioners from spectral information gathered by the Arnoldi process during iterations by the restarted GMRES algorithm. These methods seek to determine an invariant subspace of the matrix A associated with eigenvalues close to the origin, and move these eigenvalues so that a higher rate of convergence of the iterative methods is achieved. Key words. iterative method, nonsymmetric linear system, Arnoldi process AMS subject classifications. 65F10 1. Introduction. Many problems in Applied Mathematics and Engineering give rise to very large linear systems of equations Ax = b; A 2 R nThetan ; x; b 2 R n ; (1.1) with a sparse nons...

Contributor: The Pennsylvania State University CiteSeer Archives

Publisher: unknown

Date: 1996-09-26

Pubyear: 0

Format: ps

Identifier: http://citeseer.ist.psu.edu/161210.html

Source: http://www-sccm.stanford.edu/pub/sccm/sccm96-15.ps.gz

Language: en

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Rights: unrestricted

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