A Variable Preconditioned GMRES Using the SOR Method for Linear Systems with Zero Diagonal Entries
The Generalized Minimal RESidual (GMRES) method with variable preconditioning is an efficient method for solving a large sparse linear system Ax = b. It has been clarified by some numerical experiments that the Successive Over-Relaxation (SOR) method is more effective than Krylov subspace methods su...
Saved in:
Published in | Transactions of the Japan Society for Computational Engineering and Science Vol. 2008; p. 20080010 |
---|---|
Main Authors | , , , |
Format | Journal Article |
Language | Japanese |
Published |
JAPAN SOCIETY FOR COMPUTATIONAL ENGINEERING AND SCIENCE
17.04.2008
|
Subjects | |
Online Access | Get full text |
Cover
Loading…
Abstract | The Generalized Minimal RESidual (GMRES) method with variable preconditioning is an efficient method for solving a large sparse linear system Ax = b. It has been clarified by some numerical experiments that the Successive Over-Relaxation (SOR) method is more effective than Krylov subspace methods such as GMRES and ILU(0) preconditioned GMRES for performing variable preconditioning. However, SOR cannot be applied for performing variable preconditioning, when solving the linear system with zero diagonal entries. Therefore, we propose to make good use of a strategy proposed by Duff and Koster, namely, an algorithm for permuting large nonzero entries onto the diagonal in order to enable SOR to be used for performing variable preconditioning. By numerical experiments, we show the efficiency of the variable preconditioned GMRES using SOR when applying the algorithm for permuting large nonzero entries onto the diagonal. |
---|---|
AbstractList | The Generalized Minimal RESidual (GMRES) method with variable preconditioning is an efficient method for solving a large sparse linear system Ax = b. It has been clarified by some numerical experiments that the Successive Over-Relaxation (SOR) method is more effective than Krylov subspace methods such as GMRES and ILU(0) preconditioned GMRES for performing variable preconditioning. However, SOR cannot be applied for performing variable preconditioning, when solving the linear system with zero diagonal entries. Therefore, we propose to make good use of a strategy proposed by Duff and Koster, namely, an algorithm for permuting large nonzero entries onto the diagonal in order to enable SOR to be used for performing variable preconditioning. By numerical experiments, we show the efficiency of the variable preconditioned GMRES using SOR when applying the algorithm for permuting large nonzero entries onto the diagonal. |
Author | Abe, Kuniyoshi Ishiwata, Emiko Nagahara, Rika Fujino, Seiji |
Author_xml | – sequence: 1 fullname: Nagahara, Rika organization: Graduate School of Science, Tokyo University of Science – sequence: 2 fullname: Abe, Kuniyoshi organization: Faculty of Economics and Information, Gifu Shotoku University – sequence: 3 fullname: Ishiwata, Emiko organization: Department of Mathematical Infomation Science, Tokyo University of Science – sequence: 4 fullname: Fujino, Seiji organization: Research Institute for Information Technology, Kyushu University |
BookMark | eNpNkNFOwjAYhRujiYi8gRf_Cwzbjo3ukiCiBoJh6IU3S7v-ZSWjM20Tw9sLaIw350tOTs7Fd0MuXeeQkDtGh4yNOLvfhRrDkFMqzkEpoxekx9LROBGC59dkEIJVlBVZLoqi6BE1gXfprVQtwqvHunPaRnt81TBfrmclvAXrthAbhHK1hiXGptNgOg8L61B6KA8h4j7Al40NfKDv4MHKbedkCzMXvcVwS66MbAMOftknm8fZZvqULFbz5-lkkeyKnCc8L3RmeI2CppxRTYvaGJ1zQRWaTKdinJsMeSpQSa75CCUzqI41zTTjSqV98vJzuwtRbrH69HYv_aGSPtq6xeqspjpZqeh_nBz9jepG-gpd-g1uomaP |
ContentType | Journal Article |
Copyright | 2008 The Japan Society For Computational Engineering and Science |
Copyright_xml | – notice: 2008 The Japan Society For Computational Engineering and Science |
DOI | 10.11421/jsces.2008.20080010 |
DatabaseTitleList | |
DeliveryMethod | fulltext_linktorsrc |
Discipline | Applied Sciences |
EISSN | 1347-8826 |
EndPage | 20080010 |
ExternalDocumentID | article_jsces_2008_0_2008_0_20080010_article_char_en |
GroupedDBID | 2WC ACGFS ALMA_UNASSIGNED_HOLDINGS E3Z JSF KQ8 RJT |
ID | FETCH-LOGICAL-j962-269d5f2ce803210d09cffd6280bef5d3876f5e238eba2d24ea1feb38705d12bb3 |
IngestDate | Wed Apr 05 04:16:33 EDT 2023 |
IsDoiOpenAccess | true |
IsOpenAccess | true |
IsPeerReviewed | false |
IsScholarly | true |
Language | Japanese |
LinkModel | OpenURL |
MergedId | FETCHMERGED-LOGICAL-j962-269d5f2ce803210d09cffd6280bef5d3876f5e238eba2d24ea1feb38705d12bb3 |
OpenAccessLink | https://www.jstage.jst.go.jp/article/jsces/2008/0/2008_0_20080010/_article/-char/en |
PageCount | 1 |
ParticipantIDs | jstage_primary_article_jsces_2008_0_2008_0_20080010_article_char_en |
PublicationCentury | 2000 |
PublicationDate | 2008/04/17 |
PublicationDateYYYYMMDD | 2008-04-17 |
PublicationDate_xml | – month: 04 year: 2008 text: 2008/04/17 day: 17 |
PublicationDecade | 2000 |
PublicationTitle | Transactions of the Japan Society for Computational Engineering and Science |
PublicationYear | 2008 |
Publisher | JAPAN SOCIETY FOR COMPUTATIONAL ENGINEERING AND SCIENCE |
Publisher_xml | – name: JAPAN SOCIETY FOR COMPUTATIONAL ENGINEERING AND SCIENCE |
References | (9) 阿部邦美, 張紹良, 長谷川秀彦, 姫野龍太郎, SOR法を用いた可変的前処理付き一般化共役残差法, 日本応用数理学会論文誌, 11 (2001), 11-24. (2) Meijerink, J. A. and van der Vorst, H. A., An iterative solution method for linear systems of which the coefficient matrix is a symmetric M-matrix, Math. Comp., 31 (1977), 148-162. (5) van der Vorst, H. A. and Vuik, C., GMRESR: A family of nested GMRES methods, Num. Lin. Alg. with Appl., 1 (1994), 369-386. (6) Young, D. M., Iterative Solution of Large Linear Systems, Academic Press, NewYork and London, 1971. (12) Duff, I. S. and Koster, J., On algorithm for permuting large entries to the diagonal of a sparse matrix, SIAM J. Matrix Anal. Appl., 22 (2001), 973-996. 2 (2005), 147-161. (14) 土持秀之, 藤野清次, 直接法と反復法の融合型解法の特性について, 日本応用数理学会環瀬戸内応用数理研究部会 第11回シンポジウム講演予稿集(2007), pp. 131-136. (15) Davis, T., Sparse Matrix Collection: http://www.cise.ufi.edu/research/sparse/matrices (11) Duff, I. S. and Koster, J., The design and use of algorithms for permuting large entries to the diagonal of a sparse matrix, SIAM J. Matrix Anal. Appl., 20 (1999), 889-901. (13) Bollhöfer, M., Overview on ILUPACK: http://www.math.tu-berlin.de/ilupack (1) Bruaset, A. M., A survey of preconditioned iterative methods, Frontiers in applied mathematics 17, Longman scientific and technical, London, 1995. (3) Saad, Y. and Schultz, M. H., GMRES: A generalized minimal residual algorithm for solving nonsymmetric linear systems, SIAM J. Sci. Stat. Comput., 7 (1986), 856-869. (8) Eisenstat, S. C., Elman, H. C. and Schultz, M. H., Variational iterative methods for nonsymmetric systems of linear equations, SIAM J. Numer. Anal., 20 (1983), 345-357. (4) Saad, Y., A flexible inner-outer preconditioned GMRES algorithm, SIAM J. Sci. Stat. Comput., 14 (1993), 461-469. (10) Abe, K. and Zhang, S.-L., A variable preconditioning using the SOR method for GCR-like methods, Intern. J. Numer. Anal. Model., 2 (2005), 147-161. (7) Varga, R., Matrix Iterative Analysis, Second ed., Springer-Verlag, Berlin, 2000. |
References_xml | |
SSID | ssib019568999 ssib000961608 ssj0069538 ssib002670976 |
Score | 1.7680715 |
Snippet | The Generalized Minimal RESidual (GMRES) method with variable preconditioning is an efficient method for solving a large sparse linear system Ax = b. It has... |
SourceID | jstage |
SourceType | Publisher |
StartPage | 20080010 |
SubjectTerms | diagonal entries of zero GMRES method Krylov subspace method linear system variable preconditioning |
Title | A Variable Preconditioned GMRES Using the SOR Method for Linear Systems with Zero Diagonal Entries |
URI | https://www.jstage.jst.go.jp/article/jsces/2008/0/2008_0_20080010/_article/-char/en |
Volume | 2008 |
hasFullText | 1 |
inHoldings | 1 |
isFullTextHit | |
isPrint | |
ispartofPNX | Transactions of the Japan Society for Computational Engineering and Science, 2008/04/17, Vol.2008, pp.20080010-20080010 |
link | http://utb.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwrV3Nb9MwFLfKuHDhG_EtH7hFgdRNvOQYVYWxqVuBDA0ulR3bWzLRoqUVgr-dA-_ZTptoO8DEJa2sNLHyfn1fee_3CHllhBbMZCLUQ5mEcWpEKLiMQ4ltuyoquS6xwXl6yPeO4_2T5GQw-N2pWlqv5Ovy15V9JdeRKqyBXLFL9h8ku7koLMB3kC8cQcJw_CsZ58FnCHVt89PMRrbKMQ-p4N0Unmzg6gHQtfx09DGY2mHRtq4QIlAk8PF05S4Z-1VfLEEDilObG5wscNJW0_Vdi-1o8aYtLdgHW7volX66MRFtirFDd-iKRJ0q2aSgxalAxmjX4n--MRG5tHnWg_Wi-rlszqotgM-qH8I5vJNv1flyA791Xdkh4qD8qrrq5TJSfC3jWje9nZnlh0gB8X5SfAkgCg7GR9PZcdHyAne4tiz5ls_DOVPm9PcoBqObuib8VsHjnbo62nrJvphWX1q6bFNiZo1KA4rbFd_2r9Bj6_ZYmNuz_YzP7gf-bN6ehI11gOMb5CbbzRJMHRx86DjHGR_yDvMSQ6q9rfNoGz0zDCad38EzsF2-ORS3_OaKDYObVUPQ0RYsWh-quEtu--CH5m5j98igFvfJHR8IUY-N5gGROW2BTfvAphbY1AKbAgApAJs6YFNAH3XAph7YFIFNEdi0BTb1wH5IireTYrwX-mEgYZ1xFjKeqcSwUqcRdp2pKCuNUZylkdQmUSMw6ibR4H9qKZhisRZDoyUsR4kaMilHj8jOAvb5mNBYmRF4-irRqox3ozSTRuHL9cywlAttnpCxe0jz747wZX4doT79L1d5Rm5t_yfPyc7qYq1fgBe8ki8tWP4AlfuxjA |
link.rule.ids | 315,786,790,27957,27958 |
linkProvider | Colorado Alliance of Research Libraries |
openUrl | ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.atitle=A+Variable+Preconditioned+GMRES+Using+the+SOR+Method+for+Linear+Systems+with+Zero+Diagonal+Entries&rft.jtitle=Transactions+of+the+Japan+Society+for+Computational+Engineering+and+Science&rft.au=Nagahara%2C+Rika&rft.au=Abe%2C+Kuniyoshi&rft.au=Ishiwata%2C+Emiko&rft.au=Fujino%2C+Seiji&rft.date=2008-04-17&rft.pub=JAPAN+SOCIETY+FOR+COMPUTATIONAL+ENGINEERING+AND+SCIENCE&rft.eissn=1347-8826&rft.volume=2008&rft.spage=20080010&rft.epage=20080010&rft_id=info:doi/10.11421%2Fjsces.2008.20080010&rft.externalDocID=article_jsces_2008_0_2008_0_20080010_article_char_en |