Convergence analysis of Anderson-type acceleration of Richardson's iteration

被引:12
|
作者
Pasini, Massimiliano Lupo [1 ,2 ,3 ]
机构
[1] Emory Univ, Dept Math & Comp Sci, Atlanta, GA 30322 USA
[2] Oak Ridge Natl Lab, Natl Ctr Computat Sci, Oak Ridge, TN 37830 USA
[3] 1 Bethel Valley Rd,PO 2008,MS6008, Oak Ridge, TN 37830 USA
基金
美国能源部;
关键词
Anderson acceleration; fixed-point scheme; projection method; Richardson iteration; KRYLOV METHODS;
D O I
10.1002/nla.2241
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We consider Anderson extrapolation to accelerate the (stationary) Richardson iterative method for sparse linear systems. Using an Anderson mixing at periodic intervals, we assess how this benefits convergence to a prescribed accuracy. The method, named alternating Anderson-Richardson, has appealing properties for high-performance computing, such as the potential to reduce communication and storage in comparison to more conventional linear solvers. We establish sufficient conditions for convergence, and we evaluate the performance of this technique in combination with various preconditioners through numerical examples. Furthermore, we propose an augmented version of this technique.
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页数:22
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