2007/07/03 by Morgan, Ronald B., Wilcox, Walter
#FOS: Physical sciences #High Energy Physics - Lattice (hep-lat) #Mathematical Physics (math-ph)
paper · doi:10.48550/arxiv.0707.0505
A new approach is discussed for solving large nonsymmetric systems of linear equations with multiple right-hand sides. The first system is solved with a deflated GMRES method that generates eigenvector information at the same time that the linear equations are solved. Subsequent systems are solved by combining restarted GMRES with a projection over the previously determined eigenvectors. This approach offers an alternative to block methods, and it can also be combined with a block method. It is useful when there are a limited number of small eigenvalues that slow the convergence. An example is given showing significant improvement for a problem from quantum chromodynamics. The second and subsequent right-hand sides are solved much quicker than without the deflation. This new approach is relatively simple to implement and is very efficient compared to other deflation methods.