A Generalized GMRES Iterative Method

Authors:
David R. Kincaid;Jen-Yuan Chen;David M. Young
Affiliations:
-;-;-
Venue:
NAA '00 Revised Papers from the Second International Conference on Numerical Analysis and Its Applications
Year:
2000

Citing 6
Cited 0

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Abstract

We describe a generalization of the GMRES iterative method in which the residual vector is no longer minimized in the 2-norm but in a C-norm, where C is a symmetric positive definite matrix. The resulting iterative method call GGMRES is derived in detail and the minimizing property is proven.