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Idrs iterative linear solver

The Induced Dimension Reduction method (IDR(s)) [1] is a short-recurrences Krylov method that solves the system of linear equation, Ax = b. This implementation is based on [2].

This file is a translation of the following MATLAB implementation: http://homepage.tudelft.nl/1w5b5/idrs-software.html

The Induced Dimension Reduction method, IDR(), is a robust and efficient short-recurrence Krylov subspace method for solving large nonsymmetric systems of linear equations.

IDR() compared to BI-CGSTAB/BiCGStab(l):

  • Faster.
  • More robust.
  • More flexible.

Note: IDR(s) is not a variant of BI-CGSTAB. BI-CGSTAB is the special case IDR(1). In General IDR(s) and in BiCGStab(l) are not the same! Source http://homepage.tudelft.nl/1w5b5/idrs.html

Edited by Jens Wehner

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