4.3 Article

A technique for accelerating the convergence of restarted GMRES

Journal

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
Volume 26, Issue 4, Pages 962-984

Publisher

SIAM PUBLICATIONS
DOI: 10.1137/S0895479803422014

Keywords

GMRES; iterative methods; Krylov subspace; restart; nonsymmetric linear systems

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We have observed that the residual vectors at the end of each restart cycle of restarted GMRES often alternate direction in a cyclic fashion, thereby slowing convergence. We present a new technique for accelerating the convergence of restarted GMRES by disrupting this alternating pattern. The new algorithm resembles a full conjugate gradient method with polynomial preconditioning, and its implementation requires minimal changes to the standard restarted GMRES algorithm.

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