Accelerating the Induced Dimension Reduction method using spectral information

R. Astudillo , J.M. de Gier, M. B. van Gijzen

Research output: Contribution to journalArticleScientificpeer-review

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Abstract

The Induced Dimension Reduction method (IDR(s)) (Sonneveld and van Gijzen, 2008) is a short-recurrences Krylov method to solve systems of linear equations. In this work, we accelerate this method using spectral information. We construct a Hessenberg relation from the IDR(s) residual recurrences formulas, from which we approximate the eigenvalues and eigenvectors. Using the Ritz values, we propose a self-contained variant of the Ritz-IDR(s) method (Simoncini and Szyld, 2010) for solving a system of linear equations. In addition, the Ritz vectors are used to speed-up IDR(s) for the solution of sequence of systems of linear equations.

Original languageEnglish
Pages (from-to)33-47
Number of pages15
JournalJournal of Computational and Applied Mathematics
Volume345
DOIs
Publication statusPublished - 2019

Keywords

  • Eigenvalues and eigenvectors
  • Induced Dimension Reduction method
  • Sequence of systems of linear equation
  • System of linear equations

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