A Restarted GMRES Method Augmented with Eigenvectors

  • Authors:
  • Ronald B. Morgan

  • Affiliations:
  • -

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 1995

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Abstract

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.