A parallel implementation of the CMRH method for dense linear systems

被引：5

作者：

Duminil, Sebastien ^{[1
]}

机构：

[1] Univ Littoral, Ctr Univ Mi Voix, Lab Math Pures & Appl, F-62228 Calais, France

来源：

NUMERICAL ALGORITHMS | 2013年 / 63卷 / 01期

关键词：

Linear systems; Krylov method; Hessenberg process; Dense matrix; Parallel implementation; MPI; CMRH; GMRES; Preconditioned CMRH; GMRES;

D O I：

10.1007/s11075-012-9616-4

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper presents an implementation of the CMRH (Changing Minimal Residual method based on the Hessenberg process) iterative method suitable for parallel architectures. CMRH is an alternative to GMRES and QMR, the well-known Krylov methods for solving linear systems with non-symmetric coefficient matrices. CMRH generates a (non orthogonal) basis of the Krylov subspace through the Hessenberg process. On dense matrices, it requires less storage than GMRES. Parallel numerical experiments on a distributed memory computer with up to 16 processors are shown on some applications related to the solution of dense linear systems of equations. A comparison with the GMRES method is also provided on those test examples.

引用

页码：127 / 142

页数：16

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