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This article is cited in 7 scientific papers (total in 7 papers)
Weighted versions of Gl-FOM and Gl-GMRES for solving general coupled linear matrix equations
Fatemeh Panjeh Ali Beika, Davod Khojasteh Salkuyehb a Department of Mathematics, Vali-e-asr University of Rafsanjan, P. O. Box 518, Rafsanjan, Iran
b Faculty of Mathematical Sciences, University of Guilan, P.O. Box 1914, Rasht, Iran
Abstract:
In this paper, two algorithms called weighted Gl-FOM (WGl-FOM) and weighted Gl-GMRES (WGl-GMRES) are proposed for solving the general coupled linear matrix equations. In order to accelerate the speed of convergence, a new inner product is used. Invoking the new inner product and a new matrix product, the weighted global Arnoldi algorithm is introduced which will be utilized for employing the WGl-FOM and WGl-GMRES algorithms to solve the linear coupled linear matrix equations. After introducing the weighted methods, some relations that link Gl-FOM (Gl-GMRES) to its weighted version are established. Numerical experiments are presented to illustrate the effectiveness of the new algorithms in comparison with Gl-FOM and Gl-GMRES algorithms for solving the linear coupled linear matrix equations.
Key words:
linear matrix equation, Krylov subspace, weighted methods, global FOM, global GMRES, global Arnoldi.
Received: 15.11.2013
Citation:
Fatemeh Panjeh Ali Beik, Davod Khojasteh Salkuyeh, “Weighted versions of Gl-FOM and Gl-GMRES for solving general coupled linear matrix equations”, Comput. Math. Math. Phys., 55:10 (2015), 1606–1618
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https://www.mathnet.ru/eng/zvmmf10278
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