Linear system solution by null-space approximation and projection (SNAP)

M. Ilić, I. W. Turner, Yousef Saad

Research output: Contribution to journalArticle

1 Scopus citations

Abstract

Solutions of large sparse linear systems of equations are usually obtained iteratively by constructing a smaller dimensional subspace such as a Krylov subspace. The convergence of these methods is sometimes hampered by the presence of small eigenvalues, in which case, some form of deflation can help improve convergence. The method presented in this paper enables the solution to be approximated by focusing the attention directly on the 'small' eigenspace ('singular vector' space). It is based on embedding the solution of the linear system within the eigenvalue problem (singular value problem) in order to facilitate the direct use of methods such as implicitly restarted Arnoldi or Jacobi-Davidson for the linear system solution. The proposed method, called 'solution by null-space approximation and projection' (SNAP), differs from other similar approaches in that it converts the non-homogeneous system into a homogeneous one by constructing an annihilator of the right-hand side. The solution then lies in the null space of the resulting matrix. We examine the construction of a sequence of approximate null spaces using a Jacobi-Davidson style singular value decomposition method, called restarted SNAP-JD, from which an approximate solution can be obtained. Relevant theory is discussed and the method is illustrated by numerical examples where SNAP is compared with both GMRES and GMRES-IR.

Original languageEnglish (US)
Pages (from-to)61-82
Number of pages22
JournalNumerical Linear Algebra with Applications
Volume14
Issue number1
DOIs
StatePublished - Feb 1 2007

Keywords

  • Annihilator method
  • Approximate null-spaces
  • Deflation
  • Jacobi-Davidson
  • Singular value decomposition
  • Stagnation

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