FQMR: A flexible quasi-minimal residual method with inexact preconditioning

Citation
Db. Szyld et Ja. Vogel, FQMR: A flexible quasi-minimal residual method with inexact preconditioning, SIAM J SC C, 23(2), 2001, pp. 363-380
Citations number
25
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON SCIENTIFIC COMPUTING
ISSN journal
10648275 → ACNP
Volume
23
Issue
2
Year of publication
2001
Pages
363 - 380
Database
ISI
SICI code
1064-8275(20010815)23:2<363:FAFQRM>2.0.ZU;2-G
Abstract
A flexible version of the QMR algorithm is presented which allows for the u se of a different preconditioner at each step of the algorithm. In particul ar, inexact solutions of the preconditioned equations are allowed, as well as the use of an (inner) iterative method as a preconditioner. Several theo rems are presented relating the norm of the residual of the new method with the norm of the residual of other methods, including QMR and flexible GMRE S (FGMRES). In addition, numerical experiments are presented which illustra te the convergence of flexible QMR (FQMR), and show that in certain cases F QMR can produce approximations with lower residual norms than QMR.