An application of the Shermann-Morrison formula to the GMRES method. (English) Zbl 1069.65026
Křižek, Michal (ed.) et al., Conjugate gradient algorithms and finite element methods. Berlin: Springer (ISBN 3-540-21319-8/hbk). Scientific Computation, 69-92 (2004).
The authors present a preconditioning technique based on the Shermann-Morrison-Woodbury formula. In this respect the initial system is transformed such that the GMRES algorithm applied to the modified one has highest possible convergence speed. Numerical experiments and comparisons with other gradient type methods are also described.
For the entire collection see [Zbl 1059.65001].
For the entire collection see [Zbl 1059.65001].
Reviewer: Constantin Popa (Constanta)
MSC:
| 65F10 | Iterative numerical methods for linear systems |
| 65F35 | Numerical computation of matrix norms, conditioning, scaling |
