SOLVING LINEAR EQUATION SYSTEMS WITH MULTIPLE RIGHT HAND SIDES BY KRYLOV SUBSPACE EXPANSION

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United States of America Patent

APP PUB NO 20140025720A1
SERIAL NO

13931706

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ATTORNEY / AGENT: (SPONSORED)

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Abstract

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One embodiment sets forth a method for solving linear equation systems that include the same matrix A coupled with multiple right-hand-side vectors. For each new right-hand-side vector, a solver expands an existing Krylov subspace based on the Krylov subspace and data associated with the previous right-hand-side vector. The solver then uses the expanded Krylov subspace to approximately solve the linear equation system for the new right-hand-side vector. By expanding the Krylov subspace for each new right-hand-side vector, the solver continually leverages the information from the preceding right-hand-side vectors. Advantageously, expanding the Krylov subspace is typically computationally quicker than prior art-techniques, such as creating a new Krylov subspace or transforming an existing Krylov subspace. Consequently, by implementing the disclosed techniques, the likelihood of exceeding time constraints associated with algorithms that include solving certain classes of linear equation systems may be decreased.

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Patent Owner(s)

Patent OwnerAddress
NVIDIA CORPORATION2788 SAN TOMAS EXPRESSWAY SANTA CLARA CA 95051

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Inventor(s)

Inventor Name Address # of filed Patents Total Citations
STRZODKA, Robert Affoltern Am Albis, CH 4 8

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