ML(n)BiCGStab: Reformulation, Analysis and Implementation
Abstract
With the aid of index functions, we re-derive the ML(n)BiCGStab algorithm in a paper by Yeung and Chan in 1999 in a more systematic way. It turns out that there are n ways to define the ML(n)BiCGStab residual vector. Each definition will lead to a different ML(n)BiCGStab algorithm. We demonstrate this by presenting a second algorithm which requires less storage. In theory, this second algorithm serves as a bridge that connects the Lanczos-based BiCGStab and the Arnoldi-based FOM while ML(n)BiCG a bridge connecting BiCG and FOM. We also analyze the breakdown situations from the probabilistic point of view and summarize some useful properties of ML(n)BiCGStab. Implementation issues are also addressed.
- Publication:
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arXiv e-prints
- Pub Date:
- November 2010
- DOI:
- arXiv:
- arXiv:1011.5314
- Bibcode:
- 2010arXiv1011.5314Y
- Keywords:
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- Mathematics - Numerical Analysis;
- Computer Science - Information Theory;
- Mathematics - Dynamical Systems;
- Mathematics - Optimization and Control;
- Mathematics - Statistics Theory;
- Numerical Analysis
- E-Print:
- This paper is dedicated to the memory of Prof. Gene Golub. Most part of the paper was presented in Gene Golub Memorial Conference, Feb. 29-Mar. 1, 2008, University of Massachusetts, Dartmouth, U.S.A