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Short-Recurrence and -Storage Recycling of large Krylov-Subspaces for Sequences of Linear Systems with changing Right-Hand-Sides

Published 16 Dec 2015 in math.NA | (1512.05101v1)

Abstract: In this text I present a couple of new principles and thereon based iterative methods for numerical solution of sequences of systems of linear equations with fixed system matrix and changing right-hand-sides. The use of the new methods is to recycle all subspace information that is obtained anyway in the solution process of a former system, to solve subsequent systems. All these principles and methods are based on short recurrences and small storage requirements. The principles are based on the IDR-theorem and the Horner scheme for polynomials.

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