Machine learningKrylov Subspace Iterative
GMRES
GMRES (Generalized Minimal Residual) is an iterative method for solving large sparse non-symmetric or nonsymmetric linear systems Ax = b, developed by Saad and Schultz in 1986. It builds an orthonormal Krylov basis using Arnoldi's method and solves a least-squares problem to minimize residual at each iteration.
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Sources
- Saad, Y., & Schultz, M. H. (1986). GMRES: A generalized minimal residual algorithm for solving nonsymmetric linear systems. SIAM Journal on Scientific and Statistical Computing, 7(3), 856–869. DOI: 10.1137/0907058 ↗
- Walker, H. F. (1988). Implementation of the GMRES method using Householder reflections. SIAM Journal on Scientific and Statistical Computing, 9(1), 152–163. DOI: 10.1137/0909010 ↗
- Saad, Y. (2003). Iterative Methods for Sparse Linear Systems (2nd ed.). SIAM. DOI: 10.1137/1.9780898718003 ↗