Block GCRO-DR: A version of the recycled GMRES method using block Krylov subspaces and harmonic Ritz vectors
Michael L. Parks, Kirk M. Soodhalter, Daniel B. Szyld
Abstract
Michael L. Parks, Kirk M. Soodhalter, Daniel B. Szyld
Abstract
We propose a block Krylov subspace version of the GCRO-DR method proposed in [Parks et al. SISC 2005], which is an iterative method allowing for the efficient minimization of the the residual over an augmented block Krylov subspace. We offer a clean derivation of the method and discuss methods of selecting recycling subspaces at restart as well as implementation decisions in the context of high-performance computing.
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We propose a block Krylov subspace version of the GCRO-DR method proposed in [Parks et al. SISC 2005], which is an iterative method allowing for the efficient minimization of the the residual over an augmented block Krylov subspace. We offer a clean derivation of the method and discuss methods of selecting recycling subspaces at restart as well as implementation decisions in the context of high-performance computing.
Key concepts: Generalized minimal residual method, Block (permutation group theory), Linear subspace, Mathematics, Krylov subspace, Algorithm, Combinatorics, Pure mathematics