2016•Zenodo (CERN European Organization for Nuclear Research)Open access

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

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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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What this paper is about

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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Available 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.

Key concepts: Generalized minimal residual method, Block (permutation group theory), Linear subspace, Mathematics, Krylov subspace, Algorithm, Combinatorics, Pure mathematics

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