A stabilized QMR version of block BICG

被引:29
作者
Simoncini, V [1 ]
机构
[1] UNIV BOLOGNA,DIPARTMENTO FIS,BOLOGNA,ITALY
关键词
Krylov subspace; block iterative methods; two-sided Gram-Schmidt; multiple right-hand sides; large linear systems;
D O I
10.1137/S0895479894264673
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Block BICG (BBICG) is an appealing method for solving AX = B with A epsilon R(nxn) and X, B epsilon R(nxs). Because of its short-term recurrence form, memory allocation and computational cost do not depend on additional parameters. Unfortunately, loss of orthogonality prevents convergence in many cases. We present a new version of the algorithm that generates blocks of vectors that are vector-wise A-biorthogonal; moreover, a near-breakdown safeguard strategy inside the block stabilizes the computation of the coefficients. In order to smooth the possibly erratic behavior of the residual norm curve, the approximate solution is determined using a block QMR procedure. The new method considerably improves the robustness of the original algorithm, showing very good performance on dense or preconditioned matrices over both BBICG and the single right-hand side solver coupled two-term QMR method applied on each system.
引用
收藏
页码:419 / 434
页数:16
相关论文
共 33 条
[1]  
[Anonymous], MATLAB US GUID
[2]  
ARIOLI M, 1992, PROCEEDINGS OF THE FIFTH SIAM CONFERENCE ON PARALLEL PROCESSING FOR SCIENTIFIC COMPUTING, P98
[3]  
BANK RE, 1993, NUMER MATH, V66, P293
[4]   THE NONSYMMETRIC LANCZOS-ALGORITHM AND CONTROLLABILITY [J].
BOLEY, D ;
GOLUB, G .
SYSTEMS & CONTROL LETTERS, 1991, 16 (02) :97-105
[5]   A BREAKDOWN-FREE LANCZOS TYPE ALGORITHM FOR SOLVING LINEAR-SYSTEMS [J].
BREZINSKI, C ;
ZAGLIA, MR ;
SADOK, H .
NUMERISCHE MATHEMATIK, 1992, 63 (01) :29-38
[6]  
CHOUDHURY D, 1986, 54 J HOPK U
[7]  
CULLUM JK, 1991, 18084 IBM TJ WATS RE
[8]  
DUFF IS, 1992, TRPA92856 CERFACS
[9]  
Duff IS, 1989, DIRECT METHODS SPARS
[10]   AN IMPLEMENTATION OF THE LOOK-AHEAD LANCZOS-ALGORITHM FOR NON-HERMITIAN MATRICES [J].
FREUND, RW ;
GUTKNECHT, MH ;
NACHTIGAL, NM .
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 1993, 14 (01) :137-158