1992SIAM Journal on Matrix Analysis and ApplicationsRequires access

A Hybrid GMRES Algorithm for Nonsymmetric Linear Systems

Noël M. Nachtigal, Lothar Reichel, Lloyd N. Trefethen

Open publisher page 143 citations

Abstract

A new hybrid iterative algorithm is proposed for solving large nonsymmetric systems of linear equations. Unlike other hybrid algorithms, which first estimate eigenvalues and then apply this knowledge in further iterations, this algorithm avoids eigenvalue estimates. Instead, it runs GMRES until the residual norm drops by a certain factor, then re-applies the polynomial implicitly constructed by GMRES via a Richardson iteration with Leja ordering. Preliminary experiments suggest that the new algorithm frequently outperforms the restarted GMRES algorithm.

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What this paper is about

A new hybrid iterative algorithm is proposed for solving large nonsymmetric systems of linear equations. Unlike other hybrid algorithms, which first estimate eigenvalues and then apply this knowledge in further iterations, this algorithm avoids eigenvalue estimates. Instead, it runs GMRES until the residual norm drops by a certain factor, then re-applies the polynomial implicitly constructed by GMRES via a Richardson iteration with Leja ordering. Preliminary experiments suggest that the new algorithm frequently outperforms the restarted GMRES algorithm.

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OpenAlex reports 143 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available abstract

A new hybrid iterative algorithm is proposed for solving large nonsymmetric systems of linear equations. Unlike other hybrid algorithms, which first estimate eigenvalues and then apply this knowledge in further iterations, this algorithm avoids eigenvalue estimates. Instead, it runs GMRES until the residual norm drops by a certain factor, then re-applies the polynomial implicitly constructed by GMRES via a Richardson iteration with Leja ordering. Preliminary experiments suggest that the new algorithm frequently outperforms the restarted GMRES algorithm.

Key concepts: Generalized minimal residual method, Mathematics, Linear system, Eigenvalues and eigenvectors, Algorithm, Residual, Iterative method, Polynomial

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