Journal
ADVANCES IN COMPUTATIONAL MATHEMATICS
Volume 27, Issue 4, Pages 423-448Publisher
SPRINGER
DOI: 10.1007/s10444-006-9012-5
Keywords
iterative methods; GMRES; block systems; parallel computing
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We present variants of the block-GMRES(m) algorithms due to Vital and the block-LGMRES(m,k) by Baker, Dennis and Jessup, obtained with replacing the standard QR factorization by a rank-revealing QR factorization in the Arnoldi process. The resulting algorithm allows for dynamic block deflation whenever there is a linear dependency between the Krylov vectors or the convergence of a right-hand-side occurs. Fortran 90 implementations of the algorithms were tested on a number of test matrices and the results show that in some cases a substantial reduction of the execution time is obtained. Also a parallel implementation of our variant of the block-GMRES(m) algorithm, using Fortran 90 and MPI was tested on SunFire 15K parallel computer, showing good parallel efficiency.
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