We found a match
Your institution may have access to this item. Find your institution then sign in to continue.
- Title
DQGMRES: a Direct Quasi-minimal Residual Algorithm Based on Incomplete Orthogonalization.
- Authors
Saad, Yousef; Kesheng Wu
- Abstract
We describe a Krylov subspace technique, based on incomplete orthogonalization of the Krylov vectors, which can be considered as a truncated version of OMRES. Unlike GMRES(m), the restarted version of GMRES, the new method does not require restarting. Like OMRES, it does not break down. Numerical experiments show that DQGMRES(k) often performs as well as the restarted GMRES using a subspace of dimension m = 2k. in addition, the algorithm is flexible to variable preconditioning, i.e., it can accommodate variations in the preconditioner at every step. In particular, this feature allows the use of any iterative solver as a right-preconditioner for DOGMRES(k). This inner-outer iterative combination often results in a robust approach for solving indefinite non-Hermitian linear systems.
- Subjects
ALGORITHMS; ORTHOGONALIZATION; LINEAR systems; HERMITIAN structures; ALGEBRA
- Publication
Numerical Linear Algebra with Applications, 1996, Vol 3, Issue 4, p329
- ISSN
1070-5325
- Publication type
Article
- DOI
10.1002/(SICI)1099-1506(199607/08)3:4<329::AID-NLA86>3.0.CO;2-8