An Implementation of the QMR Method Based on Coupled Two-Term Recurrences

Abstract

Recently, the authors proposed a new Krylov subspace iteration, the quasi-minimal residual (QMR) algorithm, for solving non-Hermitian linear systems. In the original implementation of the QMR method, the Lanczos process with look-ahead is used to generate basis vectors for the underlying Krylov subspaces. In the Lanczos algorithm, these basis vectors are computed by means of three-term recurrences. It has been observed that, in finite-precision arithmetic, vector iterations based on three-term recursions are usually less robust than mathematically equivalent coupled two-term vector recurrences. This paper presents a look-ahead algorithm that constructs the Lanczos basis vectors by means of coupled two-term recursions. Some implementation details are given, and the look-ahead strategy is described. A new implementation of the QMR method, based on this coupled two-term algorithm, is proposed. A simplified version of the QMR algorithm without look-ahead is also presented, and the special case of QMR for complex symmetric linear systems is considered. Results of numerical experiments comparing the original and the new implementations of the QMR method are reported.

Locations

• SIAM Journal on Scientific Computing - View
• NASA Technical Reports Server (NASA) - View - PDF