Title
Monitoring the block conjugate gradient convergence within the inexact inverse subspace iteration
Abstract
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 Balsa131.90
Michel Daydé226714.13
Ronan Guivarc'h300.34
jose m l m palma426137.08
Daniel Ruiz5225.17