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arXiv 1301.2650math.NAcs.MScs.NA
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移位线性系序列的Krylov子空间循环

Krylov Subspace Recycling for Sequences of Shifted Linear Systems

Kirk M. Soodhalter, Daniel B. Szyld, Fei Xue

摘要:

我们研究了使用Krylov子空间回收的解决方案的序列缓慢变化的家庭的线性系,其中每个家庭由移位的线性系,不同的系数矩阵,只有倍数的身份。我们的目标是探索同时解决方案的每个家庭的移位系统的框架内的子空间回收,使用一个增广子空间提取候选解决方案的所有移位系统。理想的方法将为所有系统使用相同的增强子空间,并且具有固定的存储要求,与每个系列的移动系统数量无关。我们表明,满足这两个要求的方法不能存在于这个框架。作为替代方案,我们引入两个方案。我们为每个移位系统构造一个单独的收缩空间,但同时求解每个移位系统族。另一种方法只建立一个循环子空间,并在迭代线性求解器的每个循环中构造对移位系统的解的近似校正,同时只最小化基本系统残差。在收敛的基本系统的解决方案,我们递归地应用该方法的其余未收敛的系统。我们提出的数值例子涉及系统产生的晶格量子色动力学。

英文摘要:

We study the use of Krylov subspace recycling for the solution of a sequence of slowly-changing families of linear systems, where each family consists of shifted linear systems that differ in the coefficient matrix only by multiples of the identity. Our aim is to explore the simultaneous solution of each family of shifted systems within the framework of subspace recycling, using one augmented subspace to extract candidate solutions for all the shifted systems. The ideal method would use the same augmented subspace for all systems and have fixed storage requirements, independent of the number of shifted systems per family. We show that a method satisfying both requirements cannot exist in this framework. As an alternative, we introduce two schemes. One constructs a separate deflation space for each shifted system but solves each family of shifted systems simultaneously. The other builds only one recycled subspace and constructs approximate corrections to the solutions of the shifted systems at each cycle of the iterative linear solver while only minimizing the base system residual. At convergence of the base system solution, we apply the method recursively to the remaining unconverged systems. We present numerical examples involving systems arising in lattice quantum chromodynamics.

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