On applying weighted seed techniques to GMRES algorithm for solving multiple linear systems

In the present paper, we are concerned by weighted Arnoldi like methods for solving large and sparse linear systems that have different right-hand sides but have the same coefficient matrix. We first give detailed descriptions of the weighted Gram-Schmidt process and of a Ruhe variant of the weighte...

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Main Authors: Lakhdar Elbouyahyaoui, Mohammed Heyouni
Format: Article
Language:English
Published: Sociedade Brasileira de Matemática 2018-07-01
Series:Boletim da Sociedade Paranaense de Matemática
Subjects:
Online Access:https://periodicos.uem.br/ojs/index.php/BSocParanMat/article/view/32109
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author Lakhdar Elbouyahyaoui
Mohammed Heyouni
author_facet Lakhdar Elbouyahyaoui
Mohammed Heyouni
author_sort Lakhdar Elbouyahyaoui
collection DOAJ
description In the present paper, we are concerned by weighted Arnoldi like methods for solving large and sparse linear systems that have different right-hand sides but have the same coefficient matrix. We first give detailed descriptions of the weighted Gram-Schmidt process and of a Ruhe variant of the weighted block Arnoldi algorithm. We also establish some theoretical results that links the iterates of the weighted block Arnoldi process to those of the non weighted one. Then, to accelerate the convergence of the classical restarted block and seed GMRES methods, we introduce the weighted restarted block and seed GMRES methods. Numerical experiments that are done with different matrices coming from the Matrix Market repository or from the university of Florida sparse matrix collection are reported at the end of this work in order to compare the performance and show the effectiveness of the proposed methods.
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spelling doaj.art-ed08ea55ca94422796c4ab957f7e5f6f2023-11-08T20:10:09ZengSociedade Brasileira de MatemáticaBoletim da Sociedade Paranaense de Matemática0037-87122175-11882018-07-0136310.5269/bspm.v36i3.3210915679On applying weighted seed techniques to GMRES algorithm for solving multiple linear systemsLakhdar Elbouyahyaoui0Mohammed Heyouni1Centre des métiers de l’éducation et de la formation-CRMEFUniversité Mohammed PremierIn the present paper, we are concerned by weighted Arnoldi like methods for solving large and sparse linear systems that have different right-hand sides but have the same coefficient matrix. We first give detailed descriptions of the weighted Gram-Schmidt process and of a Ruhe variant of the weighted block Arnoldi algorithm. We also establish some theoretical results that links the iterates of the weighted block Arnoldi process to those of the non weighted one. Then, to accelerate the convergence of the classical restarted block and seed GMRES methods, we introduce the weighted restarted block and seed GMRES methods. Numerical experiments that are done with different matrices coming from the Matrix Market repository or from the university of Florida sparse matrix collection are reported at the end of this work in order to compare the performance and show the effectiveness of the proposed methods.https://periodicos.uem.br/ojs/index.php/BSocParanMat/article/view/32109Block Krylov subspace methodsblock Arnoldi processblock GMRESseed GMRES
spellingShingle Lakhdar Elbouyahyaoui
Mohammed Heyouni
On applying weighted seed techniques to GMRES algorithm for solving multiple linear systems
Boletim da Sociedade Paranaense de Matemática
Block Krylov subspace methods
block Arnoldi process
block GMRES
seed GMRES
title On applying weighted seed techniques to GMRES algorithm for solving multiple linear systems
title_full On applying weighted seed techniques to GMRES algorithm for solving multiple linear systems
title_fullStr On applying weighted seed techniques to GMRES algorithm for solving multiple linear systems
title_full_unstemmed On applying weighted seed techniques to GMRES algorithm for solving multiple linear systems
title_short On applying weighted seed techniques to GMRES algorithm for solving multiple linear systems
title_sort on applying weighted seed techniques to gmres algorithm for solving multiple linear systems
topic Block Krylov subspace methods
block Arnoldi process
block GMRES
seed GMRES
url https://periodicos.uem.br/ojs/index.php/BSocParanMat/article/view/32109
work_keys_str_mv AT lakhdarelbouyahyaoui onapplyingweightedseedtechniquestogmresalgorithmforsolvingmultiplelinearsystems
AT mohammedheyouni onapplyingweightedseedtechniquestogmresalgorithmforsolvingmultiplelinearsystems