A hybrid Arnoldi-Faber iterative method for nonsymmetric systems of linear equations

Abstract

We present here a new hybrid method for the iterative solution of large sparse nonsymmetric systems of linear equations, say of the formAx=b, whereA ? ? N, N , withA nonsingular, andb ? ? N are given. This hybrid method begins with a limited number of steps of the Arnoldi method to obtain some information on the location of the spectrum ofA, and then switches to a Richardson iterative method based on Faber polynomials. For a polygonal domain, the Faber polynomials can be constructed recursively from the parameters in the Schwarz-Christoffel mapping function. In four specific numerical examples of non-normal matrices, we show that this hybrid algorithm converges quite well and is approximately as fast or faster than the hybrid GMRES or restarted versions of the GMRES algorithm. It is, however, sensitive (as other hybrid methods also are) to the amount of information on the spectrum ofA acquired during the first (Arnoldi) phase of this procedure.