Generalized Minimal Residual

MaRDI QIDQ6825578FDO

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

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

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