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arXiv 2304.04092math.NAcs.NA
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求解位移反对称系统的Krylov方法比较

A comparison of Krylov methods for Shifted Skew-Symmetric Systems

R. Idema, C. Vuik

AI总结:

本文针对位移反对称系数矩阵线性系统,提出使用短向量递归的MRS3最小残差求解器,通过理论与数值实验对比证明其为最快且最鲁棒的Krylov方法。

摘要:

众所周知,,对于一般线性系统,仅存在具有长递归的最优Krylov方法。对于特殊类别的线性系统,可以找到具有短递归的最优Krylov方法。本文考虑了具有位移反对称系数矩阵的重要线性系统类别。提出了MRS3求解器,这是一种使用短向量递归解决这些问题的最小残差法。我们概述了可用于解决这些问题的现有Krylov求解器,并从理论和数值实验两方面将它们与MRS3方法进行了比较。基于这一比较,我们论证MRS3求解器是求解具有位移反对称系数矩阵系统最快的且最鲁棒的Krylov方法。

英文摘要:

It is well known that for general linear systems, only optimal Krylov methods with long recurrences exist. For special classes of linear systems it is possible to find optimal Krylov methods with short recurrences. In this paper we consider the important class of linear systems with a shifted skew-symmetric coefficient matrix. We present the MRS3 solver, a minimal residual method that solves these problems using short vector recurrences. We give an overview of existing Krylov solvers that can be used to solve these problems, and compare them with the MRS3 method, both theoretically and by numerical experiments. From this comparison we argue that the MRS3 solver is the fastest and most robust of these Krylov method for systems with a shifted skew-symmetric coefficient matrix.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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