The Induced Dimension Reduction method 

IDR(s) is a robust and efficient short recurrence Krylov subspace method for solving large nonsymmetric systems of linear equations. On this page you can find reports and papers that describe IDR(s), MATLAB code for IDR(s), and examples of how to use the code.


MATLAB code:

convergence



Reports and papers:

  1. IDR(s) is described in: Peter Sonneveld and Martin B. van Gijzen, IDR(s): a family of simple and fast algorithms for solving large nonsymmetric linear systems. SIAM J. Sci. Comput. Vol. 31, No. 2, pp. 1035-1062, 2008 (copyright SIAM)
  2. The original IDR(s) report is: Peter Sonneveld and Martin B. van Gijzen, IDR(s): a family of simple and fast algorithms for solving large nonsymmetric linear systems. Delft University of Technology, Reports of the Department of Applied Mathematical Analysis, Report 07-07
  3. The relation of IDR(s) with Bi-CGSTAB, and how to derive generalisations of Bi-CGSTAB using IDR-ideas can be found in: Gerard L.G. Sleijpen, Peter Sonneveld and Martin B. van Gijzen, Bi-CGSTAB as an induced dimension reduction method, Applied Numerical Mathematics. Vol 60, pp. 1100-1114, 2010 (copyright Elsevier)
  4. A very stable and efficient IDR(s) variant (implemented in the MATLAB code idrs.m given above) is described in: Martin B. van Gijzen and Peter Sonneveld, Algorithm 913: An Elegant IDR(s) Variant that Efficiently Exploits Bi-orthogonality Properties. ACM Transactions on Mathematical Software, Vol. 38, No. 1, pp. 5:1-5:19, 2011 (copyright ACM)
  5. The combination of IDR(s) with BiCGstab(ℓ) is described in: Gerard L.G. Sleijpen and Martin B. van Gijzen, Exploiting BiCGstab(ℓ) strategies to induce dimension reduction. SIAM J. Sci. Comput. Vol. 32, No. 5, pp. 2687-2709, 2010 (copyright SIAM)
  6. A version of IDR(s) that is tuned for parallel and grid computing is described in: T.P. Collignon and M.B. van Gijzen, Minimizing synchronization in IDR(s). Numerical Linear Algebra with Applications, Vol. 18, No. 5, pp. 805–825, 2011 (Copyright John Wiley & Sons, Ltd.)
  7. New! Flexible and multi-shift IDR variants are described in: Martin B. van Gijzen, Gerard L.G. Sleijpen and Jens-Peter M. Zemke, Flexible and Multi-Shift Induced Dimension Reduction Algorithms  for solving Large Sparse Linear Systems. Delft University of Technology, Reports of the Department of Applied Mathematical Analysis, Report 11-06, 2011.


News and events:

November 2011: IDR(s) has been included in the Collected Algorithms of the ACM as Algorithm 913.

July 8, 2010: Invited talk about IDR(s) at the ICCAM 2010 conference in Leuven, Belgium.

January 2010: IDR(s) (the biortho variant described in [4]) has been included in IFISS 3.0, an open source Incompressible Flow & Iterative Solver Software by Howard Elman, David Silvester and Alison Ramage.

October 27, 2009: Mini symposium "Induced Dimension Reduction (IDR) Methods: a Family of Efficient Krylov Solvers" which was part of the SIAM conference on Applied Linear Algebra LA09.

LA09
Photo of the participants (from left to right): Kuniyoshi Abe, Martin Gutknecht, Jens-Peter Zemke, me, Seiji Fujino, Peter Sonneveld, Man-Chung Yeung, Gerard Sleijpen.

June 3, 2009: DCSE symposium "IDR and block Lanczos solvers for large nonsymmetric systems", with as speakers Martin Gutknecht, me, Man-Chung Yeung, Seiji Fujino, Peter Sonneveld, and Jens-Peter Zemke.

March 17, 2008: Mini symposium at the 9th IMACS conference. Participants: Peter Sonneveld, me, Gerard Sleijpen, Seiji Fujino, and Y. Onoue.
 
Extract from the "IMACS NEWS March 2008" (complete pdf version):
Although this 9th edition was a little bit rainy, it has been more than enlightened by
the contributions of more than 90 attendants representing more than 20 countries and a.o. by a remarqued come back of the IDR method of our friends from The Netherlands, which might bring a true breakthrough in the field of Krylov subspace methods and of their theoretical support.

March 12, 2007:
First presentation about IDR(s) (TU Delft, numerical analysis group seminar).
Finalising the
              presentation
Peter Sonneveld and me in my office, finalising the talk
Official birth
The first slide of the presentation



An ocean circulation problem:

The example illustrates how to use subdomain deflation in combination with idrs.m.
It exploits the flexibility of the code, subdomain deflation (J. Frank and C. Vuik, "On the construction of deflation-based preconditioners", SIAM J. Sci. Comp. 23 (2001) pp. 442-462) is implemented without the need to modify idrs.m.

A detailed description of the ocean circulation example can be found in:
M. B. van Gijzen, C. B. Vreugdenhil, and H. Oksuzoglu,
The Finite Element Discretization for Stream-Function Problems on Multiply Connected Domains,
J. Comp. Phys., 140, 1998, pp. 30-46.
(copyright Academic Press).
You are free to use this example for academic purposes. Please put a reference to the above mentioned paper if you use the ocean test problem in a publication.

The file idrs_ocean_example.tgz contains all the matlab and data files needed to run the test problem. You can uncompress and unzip this file by entering the command tar xzf idrs_ocean_example.tgz. This creates a directory IDRS_OCEAN_EXAMPLE. In this directory you will find data-file in Matrix-Market format, and the matlab code to run the test problem.

The data files have the following names and meanings:
The following matlab-files are provided:
ocean.jpg