1,369 research outputs found
Deflated GMRES for Systems with Multiple Shifts and Multiple Right-Hand Sides
We consider solution of multiply shifted systems of nonsymmetric linear
equations, possibly also with multiple right-hand sides. First, for a single
right-hand side, the matrix is shifted by several multiples of the identity.
Such problems arise in a number of applications, including lattice quantum
chromodynamics where the matrices are complex and non-Hermitian. Some Krylov
iterative methods such as GMRES and BiCGStab have been used to solve multiply
shifted systems for about the cost of solving just one system. Restarted GMRES
can be improved by deflating eigenvalues for matrices that have a few small
eigenvalues. We show that a particular deflated method, GMRES-DR, can be
applied to multiply shifted systems. In quantum chromodynamics, it is common to
have multiple right-hand sides with multiple shifts for each right-hand side.
We develop a method that efficiently solves the multiple right-hand sides by
using a deflated version of GMRES and yet keeps costs for all of the multiply
shifted systems close to those for one shift. An example is given showing this
can be extremely effective with a quantum chromodynamics matrix.Comment: 19 pages, 9 figure
Deflated Iterative Methods for Linear Equations with Multiple Right-Hand Sides
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 restarted GMRES with a projection over the previously determined
eigenvectors. This approach offers an alternative to block methods, and it can
also be combined with a block method. It is useful when there are a limited
number of small eigenvalues that slow the convergence. An example is given
showing significant improvement for a problem from quantum chromodynamics. The
second and subsequent right-hand sides are solved much quicker than without the
deflation. This new approach is relatively simple to implement and is very
efficient compared to other deflation methods.Comment: 13 pages, 5 figure
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