ISSN:
1070-5325
Keywords:
GMRES method
;
Krylov subspace methods
;
non-symmetric linear systems
;
homotopy curve tracking
;
sparse matrix
;
Engineering
;
Numerical Methods and Modeling
Source:
Wiley InterScience Backfile Collection 1832-2000
Topics:
Mathematics
Notes:
GMRES(k) is widely used for solving non-symmetric linear systems. However, it is inadequate either when it converges only for k close to the problem size or when numerical error in the modified Gram-Schmidt process used in the GMRES orthogonalization phase dramatically affects the algorithm performance. An adaptive version of GMRES(k) which tunes the restart value k based on criteria estimating the GMRES convergence rate for the given problem is proposed here. This adaptive GMRES(k) procedure outperforms standard GMRES(k), several other GMRES-like methods, and QMR on actual large scale sparse structural mechanics postbuckling and analog circuit simulation problems. There are some applications, such as homotopy methods for high Reynolds number viscous flows, solid mechanics postbuckling analysis, and analog circuit simulation, where very high accuracy in the linear system solutions is essential. In this context, the modified Gram-Schmidt process in GMRES, can fail causing the entire GMRES iteration to fail. It is shown that the adaptive GMRES(k) with the orthogonalization performed by Householder transformations succeeds whenever GMRES(k) with the orthogonalization performed by the modified Gram-Schmidt process fails, and the extra cost of computing Householder transformations is justified for these applications. © 1998 John Wiley & Sons, Ltd.
Additional Material:
8 Ill.
Type of Medium:
Electronic Resource
Permalink
