CGS/GMRES(k): AN ADAPTIVE PRECONDITIONED CGS ALGORITHM FOR NONSYMMETRIC LINEAR SYSTEMS

(整期优先)网络出版时间:1998-02-12
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RecentlyY.Saadproposedaflexibleinner-outerpreconditionedGMRESalgorithmfornonsymmetriclinearsystems[4].Followingtheirideas,wesuggestanadaptivepreconditionedCGSmethod,calledCGS/GMRES(k),inwhichthepreconditionerisconstructedintheiterationstepofCGS,byseveralstepsofGMRES(k).Numericalexperimentsshowthattheresidualoftheouteriterationdecreasesrapidly.WealsofoundtheinterestingresidualbehaviourofGMRESfortheskewsymmetriclinearsystemAx=b,whichgivesaconvergenceresultforrestartedGMRES(k).Forconvenience,wediscussrealsystems.