Kirk M. Soodhalter,
"Mathematics and implementation details of a block MINRES algorithm"
, Serie arXiv.org, 1-2013, ISSN: 2331-8422
Original Titel:
Mathematics and implementation details of a block MINRES algorithm
Sprache des Titels:
Deutsch
Original Kurzfassung:
We present a block MINRES algorithm for symmetric indefinite matrices
based on an alternate method for
constructing the block Lanczos vectors. This method allows us to compare
performance with the
standard MINRES algorithm iteration for iteration, and it handles
removal of dependent Lanczos vectors
more gracefully. We describe both a theoretical derivation of the
algorithm as well as practical implementation
details. Some numerical results are shown to illustrate performance
on some sample problems. We also
present some experiments to show how the relationship between right-hand
sides affects the performance
of this method.
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