Adaptive version of simpler GMRES (Q849149)

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Adaptive version of simpler GMRES
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    Adaptive version of simpler GMRES (English)
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    24 February 2010
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    The authors propose and theoretically analyze a stable version of simpler generalized minimal residual (GMRES) algorithm, based on an adaptive choice of the Krylov subspace basis at a given iteration step. They show that this adaptive choice of direction vectors keeps the basis well-conditioned and that the condition number grows at most linearly with the iteration number.
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    nonsymmetric linear systems
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    Krylov subspace methods
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    minimum residual methods
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    numerical stability
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    rounding errors
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    condition number
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    simpler generalized minimal residual (GMRES) algorithm
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