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Accelerated GCRO-DR method for solving sequences of systems of linear equations

Authors
Journal
Journal of Computational and Applied Mathematics
0377-0427
Publisher
Elsevier
Publication Date
Volume
253
Identifiers
DOI: 10.1016/j.cam.2013.04.013
Keywords
  • Gcro-Dr
  • Gmres
  • Lgmres
  • Preconditioner

Abstract

Abstract By recycling some error approximations generated during a previous cycle of iterations, we present a technique for improving the convergence of GCRO-DR. The scheme is able to mitigate the occurrence of small skip angles occurring in GCRO-DR, and thus considerably accelerates the convergence. The alternative phenomenon of the residual vectors is examined numerically, and the effectiveness of the new method is illustrated by several examples from practical applications.

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