Generalized Minimal Residual

MaRDI QIDQ6825578

Builds an orthonormal Krylov basis via Arnoldi and chooses the iterate with minimal residual over the subspace; restarted and flexible variants control memory and cost. Robust and widely applicable with suitable preconditioning.

Described by source

• Iterative Methods for Sparse Linear Systems
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• GMRES On (Nearly) Singular Systems
• Any Nonincreasing Convergence Curve is Possible for GMRES
• A Theoretical Comparison of the Arnoldi and GMRES Algorithms
• The superlinear convergence behaviour of GMRES
• Numerical stability of GMRES
• GMRES and the minimal polynomial
• Iterative Methods for Solving Linear Systems
• On the regularizing properties of the GMRES method
• Matrix Computations
• Numerical Mathematics
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems