On the stable implementation of the generalized minimal error method

DOI10.1016/S0377-0427(98)00113-7MaRDI QIDQ1298807zbMATH OpenOpenAlexFDO

Authors Rüdiger Weiss, Miroslav Rozložník

Publication date 22 August 1999

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0377-0427(98)00113-7

zbMATH Keywords

generalized minimal error methodHouseholder transformationsKrylov subspace iterationnonsymmetric systemsnumerical examplesnumerical stability

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Review text

Several implementations of the generalized minimal error (GMERR) method are examined for solving nonsymmetric systems of linear equations that minimize the Euclidean norm of the error in the related generalized Krylov subspace. A new variant of the GMERR method is introduced and its stable implementation based on Householder transformations is discussed. Numerical stability is analyzed and numerical examples illustrate the methodology.

Recommendations

• Numerical stability of GMRES
• Implementation of the GMRES Method Using Householder Transformations
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• Implementations of the GMRES method

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Cited in

(6)

• Special issue: Developments and trends in iterative methods for large systems of equations -- in memoriam Rüdiger Weiss. Minisymposium: 16th IMACS world congress, Lausanne, Switzerland, August 21--25, 2000
• A framework for generalized conjugate gradient methods -- with special emphasis on contributions by Rüdiger Weiß
• Numerical stability of GMRES
• On error indicators for optimizing parameters in stabilized methods
• The regularized global GMERR method for solving large-scale linear discrete ill-posed problems
• The regularized block GMERR method and its simpler version for solving large-scale linear discrete ill-posed problems

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