On the Similarities Between the Quasi-Newton Inverse Least Squares Method and GMRes

  • Authors:
  • Rob Haelterman;Joris Degroote;Dirk Van Heule;Jan Vierendeels

  • Affiliations:
  • Robby.Haelterman@rma.ac.be and Dirk.Van.Heule@rma.ac.be;Joris.Degroote@uGent.be and Jan.Vierendeels@uGent.be;-;-

  • Venue:
  • SIAM Journal on Numerical Analysis
  • Year:
  • 2010

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Abstract

We show how one of the best-known Krylov subspace methods, the generalized minimal residual method (GMRes), can be interpreted as a quasi-Newton method and how the quasi-Newton inverse least squares method (QN-ILS) relates to Krylov subspace methods in general and to GMRes in particular when applied to linear systems. We also show that we can modify QN-ILS in order to make it analytically equivalent to GMRes, without the need for extra matrix-vector products.