A MODIFIED GMRES METHOD FOR SOLVING LARGE NONSYMMETRIC LINEAR SYSTEMS |
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| Institution: | [1]Department of Information and Computational Mathematics Xiamen University [2]Department of Information and Computational Mathematics Xiamen University Xiamen [3]Xiamen |
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| Abstract: | A modified GMRES method is proposed in this paper, the method replaces the approximation xm obtained by the GMRES method with a new approximation xm which is a linear combination of xm and the wasted basis vector vm 1. The residual norm of the new approximation satisfies a small one-dimensional minimization problem. Relationships between the residual norms of xm and xm are given. We show that the resulting m-step modified GMRES method is better than the original m-step GMRES method in theory and is consi... |
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| Keywords: | linear systems Krylov subspace Arnoldi process the GMRES method |
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