Two-Grid Deflated Krylov Methods for Linear Equations
Numerical Analysis
2020-05-08 v1 Numerical Analysis
High Energy Physics - Lattice
Abstract
An approach is given for solving large linear systems that combines Krylov methods with use of two different grid levels. Eigenvectors are computed on the coarse grid and used to deflate eigenvalues on the fine grid. GMRES-type methods are first used on both the coarse and fine grids. Then another approach is given that has a restarted BiCGStab (or IDR) method on the fine grid. While BiCGStab is generally considered to be a non-restarted method, it works well in this context with deflating and restarting. Tests show this new approach can be very efficient for difficult linear equations problems.
Cite
@article{arxiv.2005.03070,
title = {Two-Grid Deflated Krylov Methods for Linear Equations},
author = {Ronald B. Morgan and Travis Whyte and Walter Wilcox and Zhao Yang},
journal= {arXiv preprint arXiv:2005.03070},
year = {2020}
}
Comments
19 pages, 8 figures