Notes on GMRES Algorithm Organization
Richard J. Hanson, David R. Kincaid
Abstract
Richard J. Hanson, David R. Kincaid
Abstract
The Generalized Minimum Residual (GMRES) iterative method and variations of it are frequently used for solving systems of linear equations of the form Ax = b, where A is a large sparse nonsingular nonsymmetric matrix. We discuss ways to reorganize the algorithm to improve its efficiency. Key words: Generalized Minimum Residual (GMRES) iterative method, Preconditioned GMRES(m) Algorithm, solving large sparse systems of linear equations, GMRES algorithm reorganization and Matlab code, 1
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The Generalized Minimum Residual (GMRES) iterative method and variations of it are frequently used for solving systems of linear equations of the form Ax = b, where A is a large sparse nonsingular nonsymmetric matrix. We discuss ways to reorganize the algorithm to improve its efficiency. Key words: Generalized Minimum Residual (GMRES) iterative method, Preconditioned GMRES(m) Algorithm, solving large sparse systems of linear equations, GMRES algorithm reorganization and Matlab code, 1
Key concepts: Generalized minimal residual method, Invertible matrix, Linear system, Algorithm, Residual, Iterative method, Matrix (chemical analysis), Mathematics