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

2016/04/20 by Neuenhofen, Martin Peter
#65B99 #65F10 #FOS: Mathematics #Numerical Analysis (math.NA)

paper · doi:10.48550/arxiv.1604.06043

Abstract

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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