Numerical behaviour of the modified Gram-Schmidt GMRES implementation

DOI10.1007/BF02510248MaRDI QIDQ1371674zbMATH OpenOpenAlexFDO

Authors Anne Greenbaum, Miroslav Rozložník, Zdeněk Strakoš

Publication date 3 July 1998

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02510248

zbMATH Keywords

condition numbergeneralized minimal residual methodnumerical stabilityGMRES methodGram-Schmidt process

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Recommendations

• Numerical stability of GMRES
• Modified Gram-Schmidt (MGS), Least Squares, and Backward Stability of MGS-GMRES
• A simpler GMRES

Cites work

• scientific article; zbMATH DE number 883145 (Why is no real title available?)
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• Implementation of the GMRES Method Using Householder Transformations
• Loss and Recapture of Orthogonality in the Modified Gram–Schmidt Algorithm
• Numerical stability of GMRES
• Perturbation theory for pseudo-inverses
• Roundoff error analysis of algorithms based on Krylov subspace methods
• Solving linear least squares problems by Gram-Schmidt orthogonalization
• Stability analysis of the method of seminormal equations for linear least squares problems
• Updating the singular value decomposition

Cited in

(27)

• Reorthogonalized block classical Gram-Schmidt using two Cholesky-based TSQR algorithms
• Analysis of the Truncated Conjugate Gradient Method for Linear Matrix Equations
• Numerical solution of 2 × 2 block linear systems by block Gram–Schmidt methods
• The effect of non-optimal bases on the convergence of Krylov subspace methods
• Algebraic and discretization error estimation by equilibrated fluxes for discontinuous Galerkin methods on nonmatching grids
• On the loss of orthogonality in the second-order Arnoldi process
• The RSRR method for solving large-scale nonlinear eigenvalue problems in boundary element method
• Variations of the GMRES iterative method
• Numerical stability of GMRES
• Some investigations on convergence of GMRES in solving BEM equations for slender beam structures
• Randomized Gram-Schmidt process with application to GMRES
• Numerically stable method of signal subspace estimation based on multistage Wiener filter
• A two-directional Arnoldi process and its application to parametric model order reduction
• The loss of orthogonality in the Gram-Schmidt orthogonalization process
• Gram-Schmidt orthogonalization: 100 years and more
• Modified Gram-Schmidt (MGS), Least Squares, and Backward Stability of MGS-GMRES
• Inexact inverse iteration for symmetric matrices
• Rounding error analysis of the classical Gram-Schmidt orthogonalization process
• Communication lower bounds and optimal algorithms for numerical linear algebra
• A Note on Inexact Inner Products in GMRES
• On the stable implementation of the generalized minimal error method
• A general approach to analyse preconditioners for two-by-two block matrices.
• GMRES algorithms over 35 years
• scientific article; zbMATH DE number 1406971 (Why is no real title available?)
• The influence of orthogonality on the Arnoldi method
• Relations between Galerkin and Norm-Minimizing Iterative Methods for Solving Linear Systems
• Reorthogonalized block classical Gram-Schmidt

This page was built for publication: Numerical behaviour of the modified Gram-Schmidt GMRES implementation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1371674)