VPAStab(J,L): an iterative method with look-ahead for the solution of large sparse linear systems

• Autores: P. R. Graves-Morris
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 230, Nº 2, 2009, págs. 674-689
• Idioma: inglés
• DOI: 10.1016/j.cam.2009.01.006
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• Resumen

  • VPAStab(J,L) denotes an iterative method designed to give an accurate numerical solution of a large sparse system of linear equations. The iteration comprises L-steps and possibly jump-steps. An L-step involves stabilisation (minimisation) over an L-dimensional subspace following L levels of vector-Padé approximation. A jump-step (look-ahead stage) avoids near-breakdowns by jumping past them by J levels simultaneously. A numerical implementation of VPAStab(2,L) is considered in the context of some well-known examples.