Scientific Computing Seminar

Date:
Friday, April 16, 2004
Time:
1:00pm-2:00pm
Location:
50A-5132
Seminar Speaker:
Daniel B. Szyld
Department of Mathematics
Temple University
http://www.math.temple.edu/~szyld/
Title:
Convergence of Exact and Inexact Krylov Subspace Methods
Abstract:
We provide a general framework for the understanding of Inexact Krylov subspace methods. In the inexact methods, the matrix-vector product at each step is not performed exactly. This framework allows us to explain the empirical results reported in the literature, where the exactness of the matrix-vector product is allowed to deteriorate as the Krylov subspace method progresses. A computable criterion is proposed 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. Numerical experiments are reported where the computable criteria are successfully applied. Furthermore, a theory is presented explaining the superlinear convergence of exact and inexact Krylov subspace methods.

(Joint work with Valeria Simoncini)

Sponsor of Seminar:
Esmond Ng
Scientific Computing

Contact Esmond G. Ng EGNg@lbl.gov