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arxiv: 1208.0264 · v4 · pith:5YGZWERHnew · submitted 2012-08-01 · 🧮 math.NA · cs.NA· physics.comp-ph

Preconditioned Recycling Krylov subspace methods for self-adjoint problems

classification 🧮 math.NA cs.NAphysics.comp-ph
keywords self-adjointrecyclingarbitraryequationskrylovmethodnonlinearproblems
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The authors propose a recycling Krylov subspace method for the solution of a sequence of self-adjoint linear systems. Such problems appear, for example, in the Newton process for solving nonlinear equations. Ritz vectors are automatically extracted from one MINRES run and then used for self-adjoint deflation in the next. The method is designed to work with arbitrary inner products and arbitrary self-adjoint positive-definite preconditioners whose inverse can be computed with high accuracy. Numerical experiments with nonlinear Schr\"odinger equations indicate a substantial decrease in computation time when recycling is used.

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