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Flexible GPBi-CG Method for Nonsymmetric Linear Systems
Graduate School of Chinese Academy of Engineering Physics, Beijing, China
Laboratory of Computational Physics, Institute of Applied Physics and Computational Mathematics, Beijing, China
- 1 Graduate School of Chinese Academy of Engineering Physics, Beijing, China
- 2 Laboratory of Computational Physics, Institute of Applied Physics and Computational Mathematics, Beijing, China
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Abstract
We present a flexible version of GPBi-CG algorithm which allows for the use of a different preconditioner at each step of the algorithm. In particular, a result of the flexibility of the variable preconditioner is to use any iterative method. For example, the standard GPBi-CG algorithm itself can be used as a preconditioner, as can other Krylov subspace methods or splitting methods. Numerical experiments are conducted for flexible GPBi-CG for a few matrices including some nonsymmetric matrices. These experiments illustrate the convergence and robustness of the flexible iterative method.
KeywordsKrylov Subspace MethodFlexible PreconditioningInner-Outer IterationGPBi-CG
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