GMRES
GMRES (Generalizovani minimalni rezidual) je iterativna metoda za rešavanje velikih, retkih, nesimetričnih linearnih sistema Ax = b, koju su razvili Saad i Schultz 1986. godine. Ona konstruiše ortonormiranu Krilovljevu bazu korišćenjem Arnoldijeve metode i rešava problem najmanjih kvadrata radi minimizacije reziduala pri svakoj iteraciji.
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Izvori
- 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 ↗
Kako citirati ovu stranicu
ScholarGate. (2026, June 3). Generalized Minimal Residual Method. ScholarGate. https://scholargate.app/sr/numerical-methods/gmres
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