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Deflated Iterative Methods for Linear Equations with Multiple Right-Hand Sides

Mathematical Physics 2007-05-23 v2 High Energy Physics - Lattice math.MP Computational Physics

Abstract

A new approach is discussed for solving large nonsymmetric systems of linear equations with multiple right-hand sides. The first system is solved with a deflated GMRES method that generates eigenvector information at the same time that the linear equations are solved. Subsequent systems are solved by combining an iterative method with a projection over the previously determined eigenvectors. Restarted GMRES is considered for the iterative method as well as non-restarted methods such as BiCGSTAB. These methods offer an alternative to block methods, and they can also be combined with a block approach. An example is given showing significant improvement for a problem from quantum chromodynamics.

Keywords

Cite

@article{arxiv.math-ph/0405053,
  title  = {Deflated Iterative Methods for Linear Equations with Multiple Right-Hand Sides},
  author = {Ronald B. Morgan and Walter Wilcox},
  journal= {arXiv preprint arXiv:math-ph/0405053},
  year   = {2007}
}

Comments

28 pages, 9 figures; support acknowledgments added