Abstract
The development of semi-iterative methods for the solution of large linear nonsingular systems has received considerable attention. However, these methods generally cannot be applied to the solution of singular linear systems. We present a new adaptive semi-iterative method tailored for the solution of large sparse symmetric semidefinite linear systems. This method is a modification of Richardson iteration and requires the determination of relaxation parameters. We want to choose relaxation parameters that yield rapid convergence, and this requires knowledge of an interval [a, b] on the real axis that contains most of the nonvanishing eigenvalues of the matrix. Such an interval is determined during the iterations by computing certain modified moments. Computed examples show that our adaptive iterative method typically requires a smaller number of iterations and much fewer inner product evaluations than an appropriate modification of the conjugate gradient algorithm of Hestenes and Stiefel. This makes our scheme particularly attractive to use on certain parallel computers on which the communication required for inner product evaluations constitutes a bottleneck.
Research supported in part by NSF grant DMS-9205531.
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Dedicated to Walter Gautschi on the occasion of his 65th birthday
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© 1994 Birkhäuser
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Calvetti, D., Reichel, L., Zhang, Q. (1994). An Adaptive Semi-Iterative Method for Symmetric Semidefinite Linear Systems. In: Zahar, R.V.M. (eds) Approximation and Computation: A Festschrift in Honor of Walter Gautschi. ISNM International Series of Numerical Mathematics, vol 119. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4684-7415-2_6
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DOI: https://doi.org/10.1007/978-1-4684-7415-2_6
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