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Dynamic block GMRES: an iterative method for block linear systems

机译:动态块GMRES:块线性系统的迭代方法

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We present variants of the block-GMRES( $m$ ) algorithms due to Vital and the block-LGMRES( $m$ , $k$ ) by Baker, Dennis and Jessup, obtained with replacing the standard QR factorization by a rank-revealing QR factorization in the Arnoldi process. The resulting algorithm allows for dynamic block deflation whenever there is a linear dependency between the Krylov vectors or the convergence of a right-hand-side occurs. $textsc{Fortran 90}$ implementations of the algorithms were tested on a number of test matrices and the results show that in some cases a substantial reduction of the execution time is obtained. Also a parallel implementation of our variant of the block-GMRES( $m$ ) algorithm, using $textsc{Fortran 90}$ and $textsc{MPI}$ was tested on $textsc{SunFire 15K}$ parallel computer, showing good parallel efficiency.
机译:我们介绍了由于Vital而产生的block-GMRES($ m $)算法的变体,以及由Baker,Dennis和Jessup提出的block-LGMRES($ m $,$ k $),它们是通过用排名揭示代替标准QR因式分解而获得的Arnoldi过程中的QR因式分解。每当Krylov向量之间存在线性相关性或右侧收敛时,生成的算法就可以进行动态块放气。在许多测试矩阵上测试了$ textsc {Fortran 90} $算法的实现,结果表明,在某些情况下,执行时间大大减少。同样,在$ textsc {SunFire 15K} $并行计算机上测试了使用$ textsc {Fortran 90} $和$ textsc {MPI} $的block-GMRES($ m $)算法变体的并行实现,显示了良好的并行性效率。

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