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GMRESR: a family of nested GMRES methods
Author(s) -
Van der Vorst H. A.,
Vuik C.
Publication year - 1994
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/nla.1680010404
Subject(s) - generalized minimal residual method , preconditioner , mathematics , linear system , iterative method , process (computing) , mathematical optimization , computer science , mathematical analysis , operating system
Recently Eirola and Nevanlinna have proposed an iterative solution method for unsymmetric linear systems, in which the preconditioner is updated from step to step. Following their ideas we suggest variants of GMRES, in which a preconditioner is constructed per iteration step by a suitable approximation process, e.g., by GMRES itself. Our numerical experiments indicate that this may lead to considerable savings in CPU‐time and memory requirements in typical CFD applications.