A flexible CMRH algorithm for nonsymmetric linear systems (Q2511445)

The paper deals with the non-symmetric linear systems \[ Ax = b, \] where \(A\in \mathbb R^{n \times n}\) is non-singular and \(b,x\in \mathbb R^n\). The changing minimal residual method based on the Hessenberg (CMRH) process is studied and its flexibile version is presented (FCMRH). The flexibility means to apply variable preconditioners. Relations between these two methods are analyzed by the corresponding residual norms. The paper is concluded by numerical experiments performed in Matlab. As examples, the linear systems arising from the finite difference discretization of boundary value problems for ordinary or partial differential euqatons of second order are solved. The respective matrices exhibit a special tri-diagonal or tensor product structure. Numerical experiments show that the studied method is promising, at least for the presented examples.