Abstract
This chapter is concerned with efficient methods for iterative solution of large sparse systems of linear equations, typically derived from the discretization of an elliptic boundary value problem. In particular, attention is given to the family of Krylov subspace methods, as well as to several preconditioning strategies that are suitable for improving the convergence rates of such iterations.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Bibliography
S. F. Ashby, T. A. Manteuffel, and P. E. Saylor. Adaptive polynomial preconditioning for Hermitian linear systems. BIT, 29:583–609, 1989.
S. F. Ashby, T. A. Manteuffel, and P. E. Saylor. A taxonomy for conjugate gradient methods. SIAM J. Numer. Anal., 27:1542–1568, 1990.
O. Axelsson. A generalized SSOR method. BIT, 13:443–467, 1972.
O. Axelsson. Incomplete block matrix factorization preconditioning methods. The ultimate answer? J. Comput. Appl. Math., 12/13:3–18, 1985.
O. Axelsson and G. Lindskog. On the eigenvalue distribution of a class of preconditioning methods. Numer. Math., 48:479–498, 1986.
R. Barrett, M. Berry, T. Chan, J. Demmel, J. Donato, J. Dongarra, V. Eijkhout, R. Pozo, C. Romine, and H. A. van der Vorst. Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods. SIAM, 1993.
J. H. Bramble. Multigrid Methods, volume 294 of Pitman Research Notes in Mathematics Series. Addison-Wesley Longman, 1993.
C. Brezinski, M. R. Zaglia, and H. Sadok. Avoiding breakdown and near-breakdown in Lanczos type algorithms. Numer. Algorithms, 1:261–284, 1991.
A. M. Bruaset. A Survey of Preconditioned Iterative Methods, volume 328 of Pitman Research Notes in Mathematics Series. Addison-Wesley Longman, 1995.
A. M. Bruaset and H. P. Langtangen. Object-oriented design of preconditioned iterative methods in Diffpack. To appear in ACM Transactions on Mathematical Software, 1997.
A. M. Bruaset and H. P. Langtangen. A comprehensive set of tools for solving partial differential equations; Diffpack. This volume, page 61.
A. M. Bruaset, H. P. Langtangen and G. Zumbusch. Domain decomposition and multilevel methods in Diffpack. Report STF42 A96017, SINTEF Applied Mathematics, 1996. (Submitted for publication).
A. M. Bruaset and A. Tveito. RILU preconditioning; A computational study. J. Comput. Appl. Math., 39:259–275, 1992.
A. M. Bruaset, A. Tveito, and R. Winther. On the stability of relaxed incomplete LU factorizations. Math. Comp., 54:701–719, 1990.
H. C. Elman. A stability analysis of incomplete LU factorizations. Math. Comp., 47:191–217, 1986.
V. Faber and T. Manteuffel. Necessary and sufficient conditions for the existence of a conjugate gradient method. SIAM J. Numer. Anal., 21:352–362, 1984.
R. Fletcher. Conjugate gradient methods for indefinite systems. In Numerical Analysis, Dundee 1975, volume 506 of Lect. Notes in Math., pages 73–89. Springer-Verlag, 1976.
R. W. Freund. A transpose-free quasi-minimal residual algorithm for non-hermitian linear systems. SIAM J. Sci. Comput., 14:470–482, 1993.
R. W. Freund, G. H. Golub, and N. M. Nachtigal. Iterative solution of linear systems. In A. Iserles, editor, Acta Numerica 1992, pages 1–44. Cambridge University Press, 1992.
R. W. Freund and N. M. Nachtigal. QMR: A quasi-minimal residual method for non-Hermitian linear systems. Numer. Math., 60:315–339, 1991.
G. H. Golub and D. P. O’Leary. Some history of the conjugate gradient and Lanczos algorithms: 1948–1976. SIAM Review, 31:50–102, 1989.
G. H. Golub and C. F. van Loan. Matrix Computations. Johns Hopkins University Press, 1989.
A. Greenbaum. Comparison of splittings used with the conjugate gradient algorithm. Numer. Math., 33:181–194, 1979.
A. Greenbaum. Diagonal scalings of the Laplacian as preconditioners for other elliptic differential operators. SIAM J. Matrix Anal., 13:826–846, 1992.
I. Gustafsson. On first order factorization methods for the solution of problems with mixed boundary conditions and problems with discontinuous material coefficients. Research Report 77.13R, Chalmers University of Technology and the University of Gothenburg, Sweden, 1977.
M. H. Gutknecht. A completed theory of the unsymmetric Lanczos process and related algorithms, part I. SIAM J. Matrix Anal., 13:594–639, 1992.
M. R. Hestenes and E. Stiefel. Method of conjugate gradients for solving linear systems. J. Res. Nat. Bur. Stand., 49:409–436, 1952.
W. Joubert. Lanczos methods for the solution of nonsymmetric systems of linear equations. SIAM J. Matrix Anal., 13:926–943, 1992.
E. F. Kaasschieter. A general finite element preconditioning for the conjugate gradient method. BIT, 29:824–849, 1989.
C. Lanczos. Solution of systems of linear equations by minimized iterations. J. Res. Nat. Bur. Stand., 49:33–53, 1952.
J. A. Meijerink and H. A. van der Vorst. An iterative solution method for linear systems of which the coefficient matrix is a symmetric M-matrix. Math. Comp., 31:148–162, 1977.
N. M. Nachtigal, S. C. Reddy, and L. N. Trefethen. How fast are nonsymmetric matrix iterations? SIAM J. Matrix Anal., 13:778–795, 1992.
C. C. Paige and M. A. Saunders. Solution of sparse indefinite systems of linear equations. SIAM J. Numer. Anal., 12:617–629, 1975.
U. Rude. Mathematical and Computational Techniques for Multilevel Adaptive Methods. SIAM, 1993.
Y. Saad and M. H. Scultz. GMRES: A generalized minimal residual algorithm for solving nonsymmetric linear systems. SIAM J. Sci. Stat. Comput., 7:856–869, 1986.
B. Smith, P. Bjørstad and W. Gropp. Domain Decomposition. Parallel Multilevel Methods for Elliptic Partial Differential Equations. Cambridge University Press, 1996.
P. Sonneveld. CGS, a fast Lanczos-type solver for nonsymmetric linear systems. SIAM J. Sci. Stat. Comput., 10:36–52, 1989.
C. H. Tong. A comparative study of preconditioned Lanczos methods for nonsymmetric linear systems. Report SAND91-8240B, Sandia National Labs., Livermore, 1992.
H. A. van der Vorst. High performance preconditioning. SIAM J. Sci. Stat. Comput., 10:1174–1185, 1989.
P. K. W. Vinsome. Orthomin, an iterative method for solving sparse sets of simultaneous linear equations. In Proceedings of 4th Symposium of Numerical Simulation of Reservoir Performance of the SPE, 1976. (Paper SPE 5729).
G. Zumbusch. Multigrid Methods in Diffpack. Report STF42 A96016, SINTEF Applied Mathematics, Oslo, 1996.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1997 Springer Science+Business Media New York
About this chapter
Cite this chapter
Bruaset, A.M. (1997). Krylov Subspace Iterations for Sparse Linear Systems. In: Dæhlen, M., Tveito, A. (eds) Numerical Methods and Software Tools in Industrial Mathematics. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-1984-2_12
Download citation
DOI: https://doi.org/10.1007/978-1-4612-1984-2_12
Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-1-4612-7367-7
Online ISBN: 978-1-4612-1984-2
eBook Packages: Springer Book Archive