Restarted GMRES preconditioned by deflation

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 op...

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Bibliographic Details
Published in:Journal of computational and applied mathematics Vol. 69; no. 2; pp. 303 - 318
Main Authors: Erhel, Jocelyne, Burrage, Kevin, Pohl, Bert
Format: Journal Article
Language:English
Published: Amsterdam Elsevier B.V 23.05.1996
Elsevier
Subjects:
Deflation
Exact sciences and technology
GMRES
Invariant subspace
Mathematics
Numerical analysis
Numerical analysis. Scientific computation
Numerical linear algebra
Preconditioning
Sciences and techniques of general use
65F15
Invariant subspace
65F10
Preconditioning
GMRES
Deflation
Numerical approximation
Algorithms
Numerical methods
ISSN:0377-0427, 1879-1778
Online Access:Get full text
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Summary: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.
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ISSN:0377-0427
1879-1778
DOI:10.1016/0377-0427(95)00047-X