The GMRES method improved by securing fast wave propagation (Q1802651)

The generalized minimal residue algorithm (GMRES) ususally does not give good convergence properties when applied directly to nonsymmetric systems. Usually some kind of preconditioning is necessary, e.g. by the multigrid method. Here another approach is presented and called \(m\text{GMRES}\). The underlying observation is that GMRES has a formal similarity with Runge- Kutta methods for ordinary differential equations. It is therefore possible to consider GMRES as an approximation to a time-dependent problem. So a modification is constructed that allows fast wave propagation. The paper contains several interesting numerical examples from discretized two-dimensional partial differential equations modeling compressible flow.