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A Technique for Accelerating the Convergence of Restarted GMRES

, , and . SIAM Journal on Matrix Analysis and Applications 26 (4): 962–984 (2005)

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.

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DOI:
10.1137/S0895479803422014
URL:
BibTeX key:
journals/siammax/BakerJM05
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