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Deflated GMRES for Solving Linear Systems
Ron Morgan
Baylor University
Email: Ronald_Morgan@baylor.edu
Deflated GMRES is a version of restarted GMRES that improves convergence for matrices with small eigenvalues. Deflated GMRES solves linear equations and simultaneously computes eigenvectors. The presence of the eigenvectors in the subspace essentially removes (deflates) the corresponding eigenvalues. Examples will be given showing the improvement with matrices from quantum chromodynamics and reservoir simulation. Applications to systems with multiple right-hand sides and to multiply shifted matrices will be discussed.