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Restarted GMRES preconditioned by deflation |
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| Authors: | Jocelyne Erhel Kevin Burrage Bert Pohl |
| Affiliation: | 1. INRIA, Campus de Beaulieu, 35042 Rennes, France;2. Department of Mathematics, University of Queensland, Brisbane, 4072, Australia;3. Seminar für Angewandte Mathematik, ETH Zürich, 8092 Zürich, Switzerland |
| Abstract: | This paper presents a new preconditioning technique for the restarted GMRES algorithm. It is based on an invariant subspace approximation which is updated at each cycle. Numerical examples show that this deflation technique gives a more robust scheme than the restarted algorithm, at a low cost of operations and memory. |
| Keywords: | GMRES Preconditioning Invariant subspace Deflation |
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