NANAApr 20, 2016

M(s)stab(L): A Generalization of IDR(s)stab(L) for Sequences of Linear Systems

arXiv:1604.060432 citationsh-index: 5
Originality Incremental advance
AI Analysis

For computational scientists solving multiple linear systems with the same matrix, Mstab offers a faster iterative method by recycling Krylov subspace information.

Mstab generalizes IDRstab to efficiently solve sequences of linear systems with a fixed matrix and changing right-hand sides, achieving faster convergence than IDRstab in numerical experiments.

We propose Mstab, a novel Krylov subspace recycling method for the iterative solution of sequences of linear systems with fixed system matrix and changing right-hand sides. This new method is a straight and simple generalization of IDRstab. IDRstab in turn is a very efficient method and generalization of BiCGStab. The theory of Mstab is based on a generalization of the IDR theorem and Sonneveld spaces. Numerical experiments indicate that Mstab can solve sequences of linear systems faster than its corresponding IDRstab variant. Instead, when solving a single system both methods are identical.

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