We analyze the behavior of Krylov subspace methods for the solution of the symmetric system Mx = (M - gammaI)upsilon when gamma is close to some of the extreme eigenvalues of M. We show that a stagnation phase may occur if the structure of the right-hand side is not taken into account, and we analyze the occurrence and persistence of such stagnation. A natural alternative strategy is proposed and we show that the new approach provides a better approximation, with the same number of matrix-vector multiplications. Numerical experiments are also included.

The behavior of symmetric Krylov subspace methods for solving M x= (M - [gamma] I)v

V Simoncini;M Pennacchio
2004

Abstract

We analyze the behavior of Krylov subspace methods for the solution of the symmetric system Mx = (M - gammaI)upsilon when gamma is close to some of the extreme eigenvalues of M. We show that a stagnation phase may occur if the structure of the right-hand side is not taken into account, and we analyze the occurrence and persistence of such stagnation. A natural alternative strategy is proposed and we show that the new approach provides a better approximation, with the same number of matrix-vector multiplications. Numerical experiments are also included.
2004
Istituto di Matematica Applicata e Tecnologie Informatiche - IMATI -
symmetric linear systems
iterative methods
Krylov subspace methods
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/52364
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