Short-Recurrence and -Storage Recycling of large Krylov-Subspaces for Sequences of Linear Systems with changing Right-Hand-Sides

Abstract

In this text I present a couple of new principles and thereon based iterative methods for numerical solution of sequences of systems of linear equations with fixed system matrix and changing right-hand-sides. The use of the new methods is to recycle all subspace information that is obtained anyway in the solution process of a former system, to solve subsequent systems. All these principles and methods are based on short recurrences and small storage requirements. The principles are based on the IDR-theorem and the Horner scheme for polynomials.

arXiv commentTechnical report. Keywords: Krylov subspace recycling, IDR, short recurrences