Methods of aggregation |
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Authors: | WL Miranker VYa Pan |
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Institution: | IBM Thomas J. Watson Research Center P.O. Box 218 Yorktown Heights, New York 10598USA |
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Abstract: | We study a class of methods for accelerating the convergence of iterative methods for solving linear systems. The methods proceed by replacing the given linear system with a derived one of smaller size, the aggregated system. The solution of the latter is used to accelerate the original iterative process. The construction of the aggregated system as well as the passage of information between it and the original system depends on one or more approximations of the solution of the latter. A number of variants are introduced, estimates of the acceleration are obtained, and numerical experiments are performed. The theory and computations show the methods to be effective. |
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