A RESTARTED GMRES METHOD AUGMENTED WITH EIGENVECTORS

被引：213

作者：

MORGAN, RB

机构：

来源：

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 1995年 / 16卷 / 04期

关键词：

GMRES; CONJUGATE GRADIENT; KRYLOV SUBSPACES; ITERATIVE METHODS; NONSYMMETRIC SYSTEMS;

D O I：

10.1137/S0895479893253975

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The GMRES method for solving nonsymmetric linear equations is generally used with restarting to reduce storage and orthogonalization costs. Restarting slows down the convergence. However, it is possible to save some important information at the time of the restart. It is proposed that approximate eigenvectors corresponding to a few of the smallest eigenvalues be formed and added to the subspace for GMRES. The convergence can be much faster, and the minimum residual property is retained.

引用

页码：1154 / 1171

页数：18

共 37 条

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