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Restarted GMRES preconditioned by deflation

by J. Erhel and B. Pohl

(Report number 1994-04)

Abstract
This paper presents a new preconditioning technique for solving linear systems. It is based on an invariant subspace approximation for the restarted GMRES algorithm. It uses the flexible GMRES scheme by designing a new preconditioning after each restart. Numerical examples show that this approach may converge almost as fast as full-GMRES at a, possibly, much lower cost.

Keywords: GMRES, preconditioning, invariant subspace

@Techreport{EP94_159,
  author = {J. Erhel and B. Pohl},
  title = {Restarted GMRES preconditioned by deflation},
  institution = {Seminar for Applied Mathematics, ETH Z{\"u}rich},
  number = {1994-04},
  address = {Switzerland},
  url = {https://www.sam.math.ethz.ch/sam_reports/reports_final/reports1994/1994-04.pdf },
  year = {1994}
}

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