{"title":"广义残差切割方法及其收敛性","authors":"T. Abe, Anthony T. Chronopoulos","doi":"10.1002/nla.2517","DOIUrl":null,"url":null,"abstract":"Iterative methods and especially Krylov subspace methods (KSM) are a very useful numerical tool in solving for large and sparse linear systems problems arising in science and engineering modeling. More recently, the nested loop KSM have been proposed that improve the convergence of the traditional KSM. In this article, we review the residual cutting (RC) and the generalized residual cutting (GRC) that are nested loop methods for large and sparse linear systems problems. We also show that GRC is a KSM that is equivalent to Orthomin with a variable preconditioning. We use the modified Gram–Schmidt method to derive a stable GRC algorithm. We show that GRC presents a general framework for constructing a class of “hybrid” (nested) KSM based on inner loop method selection. We conduct numerical experiments using nonsymmetric indefinite matrices from a widely used library of sparse matrices that validate the efficiency and the robustness of the proposed methods.","PeriodicalId":49731,"journal":{"name":"Numerical Linear Algebra with Applications","volume":" ","pages":""},"PeriodicalIF":1.8000,"publicationDate":"2023-06-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"The generalized residual cutting method and its convergence characteristics\",\"authors\":\"T. Abe, Anthony T. Chronopoulos\",\"doi\":\"10.1002/nla.2517\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Iterative methods and especially Krylov subspace methods (KSM) are a very useful numerical tool in solving for large and sparse linear systems problems arising in science and engineering modeling. More recently, the nested loop KSM have been proposed that improve the convergence of the traditional KSM. In this article, we review the residual cutting (RC) and the generalized residual cutting (GRC) that are nested loop methods for large and sparse linear systems problems. We also show that GRC is a KSM that is equivalent to Orthomin with a variable preconditioning. We use the modified Gram–Schmidt method to derive a stable GRC algorithm. We show that GRC presents a general framework for constructing a class of “hybrid” (nested) KSM based on inner loop method selection. We conduct numerical experiments using nonsymmetric indefinite matrices from a widely used library of sparse matrices that validate the efficiency and the robustness of the proposed methods.\",\"PeriodicalId\":49731,\"journal\":{\"name\":\"Numerical Linear Algebra with Applications\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":1.8000,\"publicationDate\":\"2023-06-20\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Numerical Linear Algebra with Applications\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1002/nla.2517\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Numerical Linear Algebra with Applications","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1002/nla.2517","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
The generalized residual cutting method and its convergence characteristics
Iterative methods and especially Krylov subspace methods (KSM) are a very useful numerical tool in solving for large and sparse linear systems problems arising in science and engineering modeling. More recently, the nested loop KSM have been proposed that improve the convergence of the traditional KSM. In this article, we review the residual cutting (RC) and the generalized residual cutting (GRC) that are nested loop methods for large and sparse linear systems problems. We also show that GRC is a KSM that is equivalent to Orthomin with a variable preconditioning. We use the modified Gram–Schmidt method to derive a stable GRC algorithm. We show that GRC presents a general framework for constructing a class of “hybrid” (nested) KSM based on inner loop method selection. We conduct numerical experiments using nonsymmetric indefinite matrices from a widely used library of sparse matrices that validate the efficiency and the robustness of the proposed methods.
期刊介绍:
Manuscripts submitted to Numerical Linear Algebra with Applications should include large-scale broad-interest applications in which challenging computational results are integral to the approach investigated and analysed. Manuscripts that, in the Editor’s view, do not satisfy these conditions will not be accepted for review.
Numerical Linear Algebra with Applications receives submissions in areas that address developing, analysing and applying linear algebra algorithms for solving problems arising in multilinear (tensor) algebra, in statistics, such as Markov Chains, as well as in deterministic and stochastic modelling of large-scale networks, algorithm development, performance analysis or related computational aspects.
Topics covered include: Standard and Generalized Conjugate Gradients, Multigrid and Other Iterative Methods; Preconditioning Methods; Direct Solution Methods; Numerical Methods for Eigenproblems; Newton-like Methods for Nonlinear Equations; Parallel and Vectorizable Algorithms in Numerical Linear Algebra; Application of Methods of Numerical Linear Algebra in Science, Engineering and Economics.