Deflated and augmented global Krylov subspace methods for the matrix equations

Ghodrat Ebadi, N. Alipour, Kees Vuik

Research output: Contribution to journalArticleScientificpeer-review

7 Citations (Scopus)

Abstract

Global Krylov subspace methods are among the most efficient algorithms to solve matrix equation AX=B. Deflation and augmentation techniques are used to accelerate the convergence of Krylov subspace methods. There are two different approaches for deflated and augmented methods: an augmentation space is applied explicitly in every step, or the global method is used for solving a projected problem and then a correction step is applied at the end. In this paper, we present a framework of deflation and augmentation approaches for accelerating the convergence of the global methods for the solution of nonsingular linear matrix equations AX=B. Then, we define deflated and augmented global algorithms. Also, we analyze the deflated and augmented global minimal residual and global orthogonal residual methods. Finally, we present numerical examples to illustrate the effectiveness of different versions of the new algorithms.
Original languageEnglish
Pages (from-to)137-150
Number of pages14
JournalApplied Numerical Mathematics
Volume99
DOIs
Publication statusPublished - 2016

Keywords

  • Matrix equation
  • Global methods
  • Deflated and augmented methods
  • Gl-CG
  • Gl-GMRES
  • Gl-MINRES

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