A Non-Krylov Subspace Method for Solving Large and Sparse Linear System of Equations

A Non-Krylov Subspace Method for Solving Large and Sparse Linear System of Equations

Year:    2016

Numerical Mathematics: Theory, Methods and Applications, Vol. 9 (2016), Iss. 2 : pp. 289–314

Abstract

Most current prevalent iterative methods can be classified into the socalled extended Krylov subspace methods, a class of iterative methods which do not fall into this category are also proposed in this paper. Comparing with traditional Krylov subspace methods which always depend on the matrix-vector multiplication with a fixed matrix, the newly introduced methods (the so-called (progressively) accumulated projection methods, or AP (PAP) for short) use a projection matrix which varies in every iteration to form a subspace from which an approximate solution is sought. More importantly, an accelerative approach (called APAP) is introduced to improve the convergence of PAP method. Numerical experiments demonstrate some surprisingly improved convergence behaviors. Comparisons between benchmark extended Krylov subspace methods (Block Jacobi and GMRES) are made and one can also see remarkable advantage of APAP in some examples. APAP is also used to solve systems with extremely ill-conditioned coefficient matrix (the Hilbert matrix) and numerical experiments shows that it can bring very satisfactory results even when the size of system is up to a few thousands.

You do not have full access to this article.

Already a Subscriber? Sign in as an individual or via your institution

Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/nmtma.2016.y14014

Numerical Mathematics: Theory, Methods and Applications, Vol. 9 (2016), Iss. 2 : pp. 289–314

Published online:    2016-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    26

Keywords:   

  1. An orthogonally accumulated projection method for symmetric linear system of equations

    Peng, WuJian

    Lin, Qun

    Zhang, ShuHua

    Science China Mathematics, Vol. 59 (2016), Iss. 7 P.1235

    https://doi.org/10.1007/s11425-016-5142-5 [Citations: 0]