DEFLATED AND AUGMENTED KRYLOV SUBSPACE TECHNIQUES

Authors
Citation
A. Chapman et Y. Saad, DEFLATED AND AUGMENTED KRYLOV SUBSPACE TECHNIQUES, Numerical linear algebra with applications, 4(1), 1997, pp. 43-66
Citations number
11
Categorie Soggetti
Mathematics, General",Mathematics,Mathematics
ISSN journal
10705325
Volume
4
Issue
1
Year of publication
1997
Pages
43 - 66
Database
ISI
SICI code
1070-5325(1997)4:1<43:DAAKST>2.0.ZU;2-4
Abstract
We present a general framework for a number of techniques based on pro jection methods on 'augmented Krylov subspaces'. These methods include the deflated GMRES algorithm, an inner-outer FGMRES iteration algorit hm, and the class of block Krylov methods. Augmented Krylov subspace m ethods often show a significant improvement in convergence rate when c ompared with their standard counterparts using the subspaces of the sa me dimension. The methods can all be implemented with a variant of the FGMRES algorithm. (C) 1997 by John Wiley & Sons, Ltd.