A Technique for Accelerating the Convergence of Restarted GMRES

Authors:
A. H. Baker;E. R. Jessup;T. Manteuffel
Affiliations:
-;-;-
Venue:
SIAM Journal on Matrix Analysis and Applications
Year:
2005

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Abstract

We have observed that the residual vectors at the end of each restart cycle of restarted GMRES often alternate direction in a cyclic fashion, thereby slowing convergence. We present a new technique for accelerating the convergence of restarted GMRES by disrupting this alternating pattern. The new algorithm resembles a full conjugate gradient method with polynomial preconditioning, and its implementation requires minimal changes to the standard restarted GMRES algorithm.