An Application of the Shermann-Morrison Formula to the GMRES Method
The result's identifiers
Result code in IS VaVaI
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Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
An Application of the Shermann-Morrison Formula to the GMRES Method
Original language description
In this paper we present a technique to improve the restarted generalized minimal residual method (GMRES) through changing the original system of linear equations to a system with parameter-dependent convergence curve. The transition to the second systemis an application of the Sherman-Morrison formula. We prove the auxiliary system can assume any convergence curve and describe some options to apply this theoretical In this paper we present a technique to improve the restarted generalized minimal residual method (GMRES) through changing the original system of linear equations to a system with parameter-dependent convergence curve. The transition to the second system is an application of the Sherman-Morrison formula. We prove the auxiliary system can assume any convergence curve and describe some options to apply this theoretical result to the restarted GMRES method in order to prevent stagnation.
Czech name
Shermanova-Morrisonova formule použitá v metodě GMRES
Czech description
Článek uvede techniku pro zlepšení restartované metody GMRES (generalized minimal residual) změnou původního lineárního systému na systém jehož konvergenční křivka je zavislá na parameter. Přechod na druhý systém se provede použitím Shermanovy-Morrisonovy metody. Je dokázáno, že pomocný systém může mít libovolnou konvergenční křivku a je popsáno jak použít tento teoretický výsledek v restartované metodě GMRES aby se vyhnulo stagnaci.
Classification
Type
C - Chapter in a specialist book
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
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Continuities
V - Vyzkumna aktivita podporovana z jinych verejnych zdroju
Others
Publication year
2004
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Book/collection name
Conjugate Gradient Algorithms and Finite Element Methods
ISBN
3-540-21319-8
Number of pages of the result
24
Pages from-to
69-92
Number of pages of the book
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Publisher name
Springer Verlag
Place of publication
Berlin
UT code for WoS chapter
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