Flexible and multi-shift induced dimension reduction algorithms for solving large sparse linear systems

Publication date

2015-01

Authors

van Gijzen, Martin B.
Sleijpen, GISNI 0000000392719583
Zemke, Jens

Editors

Advisors

Supervisors

Document Type

Article
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License

taverne

Abstract

We give two generalizations of the induced dimension reduction (IDR) approach for the solution of linear systems. We derive a flexible and a multi-shift quasi-minimal residual IDR variant. These variants are based on a generalized Hessenberg decomposition. We present a new, more stable way to compute basis vectors in IDR. Numerical examples are presented to show the effectiveness of these new IDR variants and the new basis compared with existing ones and to other Krylov subspace methods.

Keywords

iterative methods, IDR, IDR(s), quasi-minimal residual, Krylov subspace methods, large sparse nonsymmetric systems, Taverne

Citation

van Gijzen, M B, Sleijpen, G & Zemke, J 2015, 'Flexible and multi-shift induced dimension reduction algorithms for solving large sparse linear systems', Numerical Linear Algebra with Applications, vol. 22, no. 1, pp. 1-25. https://doi.org/10.1002/nla.1935