Deflated Iterative Methods for Linear Equations with Multiple Right-Hand Sides
arXiv:math-ph/0405053
Abstract
A new approach is discussed for solving large nonsymmetric systems of linear equations with multiple right-hand sides. The first system is solved with a deflated GMRES method that generates eigenvector information at the same time that the linear equations are solved. Subsequent systems are solved by combining an iterative method with a projection over the previously determined eigenvectors. Restarted GMRES is considered for the iterative method as well as non-restarted methods such as BiCGSTAB. These methods offer an alternative to block methods, and they can also be combined with a block approach. An example is given showing significant improvement for a problem from quantum chromodynamics.
28 pages, 9 figures; support acknowledgments added
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Cited by in corpus (12)
- Effective noise reduction techniques for disconnected loops in Lattice QCD
- Computing and deflating eigenvalues while solving multiple right hand side linear systems in Quantum Chromodynamics
- Deflated GMRES for Systems with Multiple Shifts and Multiple Right-Hand Sides
- Deflation as a Method of Variance Reduction for Estimating the Trace of a Matrix Inverse
- Application of block Krylov subspace algorithms to the Wilson-Dirac equation with multiple right-hand sides in lattice QCD
- An iterative method to compute the overlap Dirac operator at nonzero chemical potential
- Extending the eigCG algorithm to nonsymmetric Lanczos for linear systems with multiple right-hand sides
- Application of preconditioned block BiCGGR to the Wilson-Dirac equation with multiple right-hand sides in lattice QCD
- An iterative method to compute the sign function of a non-Hermitian matrix and its application to the overlap Dirac operator at nonzero chemical potential
- Deflated GMRES with Multigrid for Lattice QCD
- Deflated Hermitian Lanczos Methods for Multiple Right-Hand Sides
- Two-Grid Deflated Krylov Methods for Linear Equations