论文标题

子空间回收迭代方法的调查

A survey of subspace recycling iterative methods

论文作者

Soodhalter, Kirk M., de Sturler, Eric, Kilmer, Misha

论文摘要

这项调查涉及子空间回收方法,这是一种流行的迭代方法,可以有效地重复使用子空间信息,以加快收敛性并通过一系列具有缓慢变化的系数矩阵,多个右侧或两者的线性系统进行良好的初始猜测。回收的子空间信息通常是在一个或多个系统上的迭代方法(通常是Krylov子空间方法)的过程中生成的。在引入定义和符号之后,我们研究了早期增强方案的历史以及缩放预处理方案及其对回收方法发展的影响。然后,我们讨论一个一般的残差约束框架,通过该框架可以查看许多增强的Krylov和回收方法。我们在此框架内回顾了几种增强和回收方法。然后,我们讨论了一些已知的有效策略,以选择子空间进行回收,然后将读者带入更近期的发展,这些进展已概括了(序列)移动的线性系统,其中一些具有多个右侧。我们通过简要审查了从子空间回收方法中受益的应用领域进行简要审查。

This survey concerns subspace recycling methods, a popular class of iterative methods that enable effective reuse of subspace information in order to speed up convergence and find good initial guesses over a sequence of linear systems with slowly changing coefficient matrices, multiple right-hand sides, or both. The subspace information that is recycled is usually generated during the run of an iterative method (usually a Krylov subspace method) on one or more of the systems. Following introduction of definitions and notation, we examine the history of early augmentation schemes along with deflation preconditioning schemes and their influence on the development of recycling methods. We then discuss a general residual constraint framework through which many augmented Krylov and recycling methods can both be viewed. We review several augmented and recycling methods within this framework. We then discuss some known effective strategies for choosing subspaces to recycle before taking the reader through more recent developments that have generalized recycling for (sequences of) shifted linear systems, some of them with multiple right-hand sides in mind. We round out our survey with a brief review of application areas that have seen benefit from subspace recycling methods.

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