Restarted GMRES preconditioned by deflation

被引:139
作者
Erhel, J
Burrage, K
Pohl, B
机构
[1] INST NATL RECH INFORMAT & AUTOMAT,F-35042 RENNES,FRANCE
[2] UNIV QUEENSLAND,DEPT MATH,BRISBANE,QLD 4072,AUSTRALIA
[3] ETH ZURICH,SEMINAR ANGEW MATH,CH-8092 ZURICH,SWITZERLAND
关键词
GMRES; preconditioning; invariant subspace; deflation;
D O I
10.1016/0377-0427(95)00047-X
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper presents a new preconditioning technique for the restarted GMRES algorithm. It is based on an invariant subspace approximation which is updated at each cycle. Numerical examples show that this deflation technique gives a more robust scheme than the restarted algorithm, at a low cost of operations and memory.
引用
收藏
页码:303 / 318
页数:16
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