A Restarted GMRES Method Augmented with Eigenvectors
- 1 October 1995
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Matrix Analysis and Applications
- Vol. 16 (4) , 1154-1171
- https://doi.org/10.1137/s0895479893253975
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.Keywords
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