Accelerating the Induced Dimension Reduction method using spectral information
R. Astudillo (TU Delft - Electrical Engineering, Mathematics and Computer Science)
J.M. de Gier (TNO)
M. B. van Gijzen (TU Delft - Electrical Engineering, Mathematics and Computer Science)
More Info
expand_more
Other than for strictly personal use, it is not permitted to download, forward or distribute the text or part of it, without the consent of the author(s) and/or copyright holder(s), unless the work is under an open content license such as Creative Commons.
Abstract
The Induced Dimension Reduction method (IDR(s)) (Sonneveld and van Gijzen, 2008) is a short-recurrences Krylov method to solve systems of linear equations. In this work, we accelerate this method using spectral information. We construct a Hessenberg relation from the IDR(s) residual recurrences formulas, from which we approximate the eigenvalues and eigenvectors. Using the Ritz values, we propose a self-contained variant of the Ritz-IDR(s) method (Simoncini and Szyld, 2010) for solving a system of linear equations. In addition, the Ritz vectors are used to speed-up IDR(s) for the solution of sequence of systems of linear equations.