Global GPBiCGstab(L) method for solving linear matrix equations

Abstract

AbstractGlobal Krylov subspace methods are effective iterative solvers for large linear matrix equations. Several Lanczos-type product methods (LTPMs) for solving standard linear systems of equations have been extended to their global versions. However, the GPBiCGstab(L) method, which unifies two well-known LTPMs (i.e., BiCGstab(L) and GPBiCG methods), has been developed recently, and it has been shown that this novel method has superior convergence when compared to the conventional LTPMs. In the present study, we therefore extend the GPBiCGstab(L) method to its global version. Herein, we present not only a naive extension of the original GPBiCGstab(L) algorithm but also its alternative implementation. This variant enables the preconditioning technique to be applied stably and efficiently. Numerical experiments were performed, and the results demonstrate the effectiveness of the proposed global GPBiCGstab(L) method.