Title | ||
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Monitoring the block conjugate gradient convergence within the inexact inverse subspace iteration |
Abstract | ||
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We propose an algorithm called BlockCGSI to compute some partial spectral information related to the ill-conditioned part of a given coefficient matrix. This information can then be used to improve the solution of consecutive linear systems with the same coefficient matrix and changing right-hand sides. The BlockCGSI algorithm combines the block Conjugate Gradient with the inverse Subspace Iteration. We indicate how to reduce the total amount of computational work by controlling appropriately the accuracy when solving the linear systems at each inverse iteration. We also improve the global convergence of the algorithm by means of polynomial filters. |
Year | DOI | Venue |
---|---|---|
2005 | 10.1007/11752578_60 | PPAM |
Keywords | Field | DocType |
coefficient matrix,consecutive linear system,block conjugate gradient convergence,inverse iteration,inverse subspace iteration,global convergence,partial spectral information,linear system,computational work,blockcgsi algorithm,inexact inverse subspace iteration,block conjugate gradient,conjugate gradient | Conjugate gradient method,Applied mathematics,Mathematical optimization,Coefficient matrix,Subspace topology,Preconditioner,Linear system,Theoretical computer science,Mathematics,Power iteration,Inverse iteration,Conjugate residual method | Conference |
Volume | ISSN | ISBN |
3911 | 0302-9743 | 3-540-34141-2 |
Citations | PageRank | References |
0 | 0.34 | 6 |
Authors | ||
5 |
Name | Order | Citations | PageRank |
---|---|---|---|
Carlos Balsa | 1 | 3 | 1.90 |
Michel Daydé | 2 | 267 | 14.13 |
Ronan Guivarc'h | 3 | 0 | 0.34 |
jose m l m palma | 4 | 261 | 37.08 |
Daniel Ruiz | 5 | 22 | 5.17 |