4.6 Article Proceedings Paper

Theory of inexact Krylov subspace methods and applications to scientific computing

Journal

SIAM JOURNAL ON SCIENTIFIC COMPUTING
Volume 25, Issue 2, Pages 454-477

Publisher

SIAM PUBLICATIONS
DOI: 10.1137/S1064827502406415

Keywords

inexact matrix-vector multiplies; Krylov subspace methods; inexact preconditioning; inner-outer methods; iterative nonsymmetric solver

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We provide a general framework for the understanding of inexact Krylov subspace methods for the solution of symmetric and nonsymmetric linear systems of equations, as well as for certain eigenvalue calculations. This framework allows us to explain the empirical results reported in a series of CERFACS technical reports by Bouras, Fraysse, and Giraud in 2000. Furthermore, assuming exact arithmetic, our analysis can be used to produce computable criteria to bound the inexactness of the matrix-vector multiplication in such a way as to maintain the convergence of the Krylov subspace method. The theory developed is applied to several problems including the solution of Schur complement systems, linear systems which depend on a parameter, and eigenvalue problems. Numerical experiments for some of these scientific applications are reported.

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