Flexible and multi-shift induced dimension reduction algorithms for solving large sparse linear systems

Report (2011)
Faculty
Electrical Engineering, Mathematics and Computer Science (EEMCS) (TU Delft)
Copyright: ©2011 Van Gijzen, M.B., Sleijpen, G.L.G., Zemke, J.-P.
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Published Date

31-12-2011

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Source:

Reports of the Department of Applied Mathematical Analysis, 11-06

Faculty

Electrical Engineering, Mathematics and Computer Science

Abstract

We give two important generalizations of the Induced Dimension Reduction (IDR) approach for the solution of linear systems. We derive a flexible and a multi-shift Quasi-Minimal Residual IDR (QMRIDR) variant. Numerical examples are presented to show the effectiveness of these new IDR variants compared to existing ones and to other Krylov subspace methods