University of Illinois Urbana-Champaign

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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Recycling Krylov Subspaces for Sequences of Linear Systems.pdf

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

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
Date of Ingest
2009-04-14T20:42:45Z
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
Genre of Resource
Technical Report
Permalink
http://hdl.handle.net/2142/10801
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