Residual‐Based Simpler Block GMRES for Nonsymmetric Linear Systems with Multiple Right‐Hand Sides

Qinghua Wu, Liang Bao and Yiqin Lin

Advances in Mathematical Physics, 2018, vol. 2018, issue 1

Abstract: We propose in this paper a residual‐based simpler block GMRES method for solving a system of linear algebraic equations with multiple right‐hand sides. We show that this method is mathematically equivalent to the block GMRES method and thus equivalent to the simpler block GMRES method. Moreover, it is shown that the residual‐based method is numerically more stable than the simpler block GMRES method. Based on the deflation strategy proposed by Calandra et al. (2013), we derive a deflation strategy to detect the possible linear dependence of the residuals and a near rank deficiency occurring in the block Arnoldi procedure. Numerical experiments are conducted to illustrate the performance of the new method.

Date: 2018
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https://doi.org/10.1155/2018/1369707

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnlamp:v:2018:y:2018:i:1:n:1369707

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