Convergence analysis of Anderson-type acceleration of Richardson's iteration
Journal Article
·
· Numerical Linear Algebra with Applications
- Emory Univ., Atlanta, GA (United States). Dept. of Mathematics and Computer Science; Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States). National Center for Computational Sciences
We consider here Anderson extrapolation to accelerate the (stationary) Richardson iterative method for sparse linear systems. Using an Anderson mixing at periodic intervals, we assess how this benefits convergence to a prescribed accuracy. The method, named alternating Anderson–Richardson, has appealing properties for high-performance computing, such as the potential to reduce communication and storage in comparison to more conventional linear solvers. We establish sufficient conditions for convergence, and we evaluate the performance of this technique in combination with various preconditioners through numerical examples. Furthermore, we propose an augmented version of this technique.
- Research Organization:
- Oak Ridge National Laboratory (ORNL), Oak Ridge, TN (United States)
- Sponsoring Organization:
- USDOE Office of Science (SC)
- Grant/Contract Number:
- AC05-00OR22725
- OSTI ID:
- 1511931
- Alternate ID(s):
- OSTI ID: 1504993
- Journal Information:
- Numerical Linear Algebra with Applications, Vol. 26, Issue 4; ISSN 1070-5325
- Publisher:
- WileyCopyright Statement
- Country of Publication:
- United States
- Language:
- English
Cited by: 5 works
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