Simpler GMRES with deflated restarting

Simpler GMRES with deflated restarting

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Article ID: iaor20125195
Volume: 82
Issue: 11
Start Page Number: 2238
End Page Number: 2252
Publication Date: Jul 2012
Journal: Mathematics and Computers in Simulation
Authors: , ,
Keywords: matrices
Abstract:

In this paper we consider the simpler GMRES method augmented by approximate eigenvectors for solving nonsymmetric linear systems. We modify the augmented restarted simpler GMRES proposed by Boojhawon and Bhuruth to obtain a simpler GMRES with deflated restarting. Moreover, we also propose a residual‐based simpler GMRES with deflated restarting, which is numerically more stable. The main advantage over the augmented version is that the simpler GMRES with deflated restarting requires less matrix‐vector products per restart cycle. Some details of implementation are also considered. Numerical experiments show that the residual‐based simpler GMRES with deflated restarting is effective.

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