ISSN:
1572-9265
Keywords:
iterative methods
;
Generalized Minimum Residual (GMRES) method
;
minimization condition
;
Galerkin condition
;
Lanczos-type methods
;
65F10
;
65H10
;
65N20
;
65N30
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract For solving nonsymmetric linear systems, the well-known GMRES method is considered to be a stable method; however, the work per iteration increases as the number of iterations increases. We consider two new iterative methods GGMRES and MGMRES, which are a generalization and a modification of the GMRES method, respectively. Instead of using a minimization condition as in the derivation of GGMRES, we use a Galerkin condition to derive the MGMRES method. We also introduce another new iterative method, LAN/MGMRES, which is designed to combine the reliability of GMRES with the reduced work of a Lanczos-type method. A computer program has been written based on the use of the LAN/MGMRES algorithm for solving nonsymmetric linear systems arising from certain elliptic problems. Numerical tests are presented comparing this algorithm with some other commonly used iterative algorithms. These preliminary tests of the LAN/MGMRES algorithm show that it is comparable in terms of both the approximate number of iterations and the overall convergence behavior.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1019105328973
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