Interpreting IDR as a Petrov--Galerkin Method

The IDR method of Sonneveld and van Gijzen [SIAM J. Sci. Comput., 31:1035–1062, 2008] is shown to be a Petrov-Galerkin (projection) method with a particular choice of left Krylov subspaces; these left subspaces are rational Krylov spaces. Consequently, other methods, such as BiCGStab and ML(s)BiCGStab, which are mathematically equivalent to some versions of IDR, can also be interpreted as Petrov-Galerkin methods. The connection with rational Krylov spaces inspired a new version of IDR, called Ritz-IDR, where the poles of the rational function are chosen as certain Ritz values. Experiments are presented illustrating the effectiveness of this new version.

• Type: Journal
• Year: 2010
• Where: SIAMSC
• Authors: Valeria Simoncini, Daniel B. Szyld
• Keywords: Certain Ritz Values, Rational Krylov, Rational Krylov Spaces, SIAMSC 2010