Generalizations and modifications of the GMRES iterative method (Q1817784)

The paper presents two new iterative methods GGMRES and MGMRES, which are a generalization and a modification of the well-known generalized minimal residual (GMRES) algorithm, respectively. Instead of using a minimization condition as in the derivation of GMRES, a Galerkin condition is used to derive MGMRES. Furthermore, another new iterative method, called LAN/MGMRES is introduced, which combines the reliability of GMRES with the reduced work of a Lanczos-type method. Numerical tests are presented comparing this algorithm with some other commonly used iterative methods.