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A simpler GMRES
Author(s) -
Walker Homer F.,
Zhou Lu
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.1680010605
Subject(s) - generalized minimal residual method , mathematics , residual , linear system , discretization , factorization , mathematical optimization , algorithm , mathematical analysis
The generalized minimal residual (GMRES) method is widely used for solving very large, nonsymmetric linear systems, particularly those that arise through discretization of continuous mathematical models in science and engineering. By shifting the Arnoldi process to begin with Ar 0 instead of r 0 , we obtain simpler Gram–Schmidt and Householder implementations of the GMRES method that do not require upper Hessenberg factorization. The Gram–Schmidt implementation also maintains the residual vector at each iteration, which allows cheaper restarts of GMRES( m ) and may otherwise be useful.