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Monitoring the Block Conjugate Gradient Convergence Within the Inexact Inverse Subspace Iteration

  • Carlos Balsa
  • Michel Daydé
  • Ronan Guivarc’h
  • José Laginha Palma
  • Daniel Ruiz
Part of the Lecture Notes in Computer Science book series (LNCS, volume 3911)

Abstract

We propose an algorithm called BlockCGSI to compute some partial spectral information related to the ill-conditioned part of a given coefficient matrix. This information can then be used to improve the solution of consecutive linear systems with the same coefficient matrix and changing right-hand sides.

The BlockCGSI algorithm combines the block Conjugate Gradient with the inverse Subspace Iteration. We indicate how to reduce the total amount of computational work by controlling appropriately the accuracy when solving the linear systems at each inverse iteration. We also improve the global convergence of the algorithm by means of polynomial filters.

Keywords

Block Size Global Convergence Outer Loop Inverse Iteration Correct Digit 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2006

Authors and Affiliations

  • Carlos Balsa
    • 1
  • Michel Daydé
    • 2
  • Ronan Guivarc’h
    • 2
  • José Laginha Palma
    • 1
  • Daniel Ruiz
    • 2
  1. 1.FEUPPortoPortugal
  2. 2.ENSEEIHT–IRITToulouseFrance

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