New insights in GMRES-like methods with variable preconditioners (Q1903660)

Recently proposed methods, \textit{Y. Saad's} FGMRES [SIAM J. Sci. Comput. 14, No. 2, 461-469 (1993; Zbl 0780.65022)] and \textit{H. A. van der Vorst} and the author's GMRESR [Numer. Linear Algebra Appl. 1, No. 4, 369-386 (1994; Zbl 0839.65040)], are described and compared. Both methods are intended for the solution of sparse linear systems with an unsymmetric nonsingular matrix and compute minimal residual approximation using preconditioners which may be different from step to step. A new method FFOM related to FGMRES is introduced in the paper and used for the comparison of the previous two methods. The insights from the comparison are exploited for the improvements in avoiding breakdown, giving a termination criterion in the inner loop and making cheaper residual computation for FGMRES and developing cheaper implementation for GMRESR.