Recycling BiCG with an Application to Model Reduction

DOI10.1137/100801500zbMath1253.65040arXiv1010.0762OpenAlexW2094991849MaRDI QIDQ3165413

Eric De Sturler, Serkan Gugercin, Eun R. Chang, Kapil Ahuja

Publication date: 26 October 2012

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.0762

zbMATH Keywords

finite difference methodconvection-diffusion equationnumerical exampleserror boundgeneralized eigenvalue problemdeflationPetrov-Galerkin methodbiconjugate gradient methodlinear time-invariant systemquantum Monte Carlo methodKrylov subspace recyclingrational Krylov algorithmbi-Lanczos algorithmdual linear systems

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Boundary value problems for second-order elliptic equations (35J25) Linear systems in control theory (93C05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Iterative numerical methods for linear systems (65F10) Finite difference methods for boundary value problems involving PDEs (65N06)

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Uses Software

• CGS