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Some observations on weighted GMRES

Abstract:

We investigate the convergence of the weighted GMRES method for solving linear systems. Two different weighting variants are compared with unweighted GMRES for three model problems, giving a phenomenological explanation of cases where weighting improves convergence, and a case where weighting has no effect on the convergence. We also present new alternative implementations of the weighted Arnoldi algorithm which may be favorable in terms of computational complexity, and examine stability issu...

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S. Güttel More by this author
J. Pestana More by this author
Publication date:
2012
URN:
uuid:9cb8158c-7d2f-453e-802f-5b821ff0c514
Local pid:
oai:eprints.maths.ox.ac.uk:1591

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