A Flexible Preconditioned Arnoldi Method for Shifted Linear Systems

A Flexible Preconditioned Arnoldi Method for Shifted Linear Systems

Year:    2007

Journal of Computational Mathematics, Vol. 25 (2007), Iss. 5 : pp. 522–530

Abstract

We are interested in the numerical solution of the large nonsymmetric shifted linear system, $(A + \alpha I) x = b$, for many different values of the shift $\alpha$ in a wide range. We apply the Saad's flexible preconditioning technique [14] to the solution of the shifted systems. Such flexible preconditioning with a few parameters could probably cover all the shifted systems with the shift in a wide range. Numerical experiments report the effectiveness of our approach on some problems.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2007-JCM-8710

Journal of Computational Mathematics, Vol. 25 (2007), Iss. 5 : pp. 522–530

Published online:    2007-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    9

Keywords:    Shifted linear systems Arnoldi method Flexible preconditioning.