Behaviour of the augmented GMRES method

• ID: 2526, RIV: 10050572
• ISSN: not specified, ISBN: 978-80-87136-07-2
• source: Seminar on Numerical Analysis and Winter School
• keywords: restarted and augmented GMRES method; convergence
• authors: Jan Zítko, David Nádhera
• authors from KNM: Strakoš Zdeněk

Abstract

The restarted and augmented GMRES method is considered. Harmonic Ritz vectors are added to the Krylov subspace. Estimates for residual norm and sufficient condition for convergence are presented. Numerical results demonstrate that the new version is always better than the standard GMRES.