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Original Articles

Restarted Gmres Augmented With Eigenvectors For Shifted Linear Systems * Supported by the National Natural Science Foundation of China and the Science and Technology Developing Foundation of University in Shanghai of China

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Pages 1037-1047 | Published online: 15 Sep 2010
 

Shifted matrices, which differ by a multiple of the identity only, generate the same Krylov subspaces with respect to any fixed vector. Frommer and Glassner [5] develop a variant of the restarted GMRES method for such shifted systems at the expense of only one matrix-vector multiplication per iteration. However, restarting slows down the convergence, even stagnation. We present a variant of the restarted GMRES augmented with some eigenvectors for the shifted systems. The convergence can be much faster at little extra expense. Numerical experiments show its efficiency.

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