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Workshop on Advances on Scientific and Engineering Computing (I)

Kaczmarz-type Inner-iteration Preconditioned Flexible GMRES Methods for Consistent Linear Systems

Speaker

Junfeng Yin (殷俊锋) , Tongji University

Time

26 Sep, 10:40 - 11:20

Abstract

We propose using greedy and randomized Kaczmarz inner-iterations as preconditioners for the right-preconditioned flexible GMRES method to solve consistent linear systems, with a parameter tuning strategy for adjusting the number of inner iterations and the relaxation parameter. We also present theoretical justifications of the right-preconditioned flexible GMRES for solving consistent linear systems. Numerical experiments on overdetermined and underdetermined linear systems show that the proposed method is superior to the GMRES method preconditioned by NE-SOR inner iterations in terms of total CPU time.