A preconditioned GMRES method (Q1366829): Difference between revisions

The GMRES method for a nonsymmetric linear system arizing from discretization of a general second-order elliptic boundary value problem is preconditioned by a multigrid iteration on the whole system. It is proved that the preconditioned system is nonsymmetric positive definite for sufficiently small coarsest mesh. Hence, the standard GMRES convergence estimate applies, giving convergence independent of the number of levels and the meshsize. The author notes that the method is simpler than the preconditioner of \textit{J. Xu} and \textit{X.-C. Cai} [Math. Comput. 59, No. 200, 311-319 (1992; Zbl 0766.65034)], which is based on multigrid for the symmetric part, but no comparison is made which method is more efficient.