About: How to make Simpler GMRES and GCR more Stable     Goto   Sponge   NotDistinct   Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

AttributesValues
rdf:type
Description
  • In this paper we analyze the numerical behavior of several minimum residual methods, which are mathematically equivalent to the GMRES method. Two main approaches are compared: the one that computes the approximate solution in terms of a Krylov space basis from an upper triangular linear system for the coordinates, and the one where the approximate solutions are updated with a simple recursion formula. We show that a different choice of the basis can significantly influence the numerical behavior of the resulting implementation. While Simpler GMRES and ORTHODIR are less stable due to the ill-conditioning of the basis used, the residual basis is well-conditioned as long as we have a reasonable residual norm decrease. These results lead to a new implementation, which is conditionally backward stable, and they explain the experimentally observed fact that the GCR method delivers very accurate approximate solutions when it converges fast enough without stagnation.
  • In this paper we analyze the numerical behavior of several minimum residual methods, which are mathematically equivalent to the GMRES method. Two main approaches are compared: the one that computes the approximate solution in terms of a Krylov space basis from an upper triangular linear system for the coordinates, and the one where the approximate solutions are updated with a simple recursion formula. We show that a different choice of the basis can significantly influence the numerical behavior of the resulting implementation. While Simpler GMRES and ORTHODIR are less stable due to the ill-conditioning of the basis used, the residual basis is well-conditioned as long as we have a reasonable residual norm decrease. These results lead to a new implementation, which is conditionally backward stable, and they explain the experimentally observed fact that the GCR method delivers very accurate approximate solutions when it converges fast enough without stagnation. (en)
Title
  • How to make Simpler GMRES and GCR more Stable
  • How to make Simpler GMRES and GCR more Stable (en)
skos:prefLabel
  • How to make Simpler GMRES and GCR more Stable
  • How to make Simpler GMRES and GCR more Stable (en)
skos:notation
  • RIV/67985807:_____/08:00310698!RIV10-MSM-67985807
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(1M0554), P(IAA100300802), P(IAA1030405), Z(AV0Z10300504)
http://linked.open...iv/cisloPeriodika
  • 4
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 370747
http://linked.open...ai/riv/idVysledku
  • RIV/67985807:_____/08:00310698
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • large-scale nonsymmetric linear systems; Krylov subspace methods; minimum residual methods; numerical stability; rounding errors (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • US - Spojené státy americké
http://linked.open...ontrolniKodProRIV
  • [39A8983A2584]
http://linked.open...i/riv/nazevZdroje
  • SIAM Journal on Matrix Analysis and Applications
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 30
http://linked.open...iv/tvurceVysledku
  • Rozložník, Miroslav
  • Gutknecht, M. H.
  • Jiránek, P.
http://linked.open...ain/vavai/riv/wos
  • 000263103700013
http://linked.open...n/vavai/riv/zamer
issn
  • 0895-4798
number of pages
is http://linked.open...avai/riv/vysledek of
Faceted Search & Find service v1.16.118 as of Jun 21 2024


Alternative Linked Data Documents: ODE     Content Formats:   [cxml] [csv]     RDF   [text] [turtle] [ld+json] [rdf+json] [rdf+xml]     ODATA   [atom+xml] [odata+json]     Microdata   [microdata+json] [html]    About   
This material is Open Knowledge   W3C Semantic Web Technology [RDF Data] Valid XHTML + RDFa
OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 117 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software