4.6 Article

GMRES with deflated restarting

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SIAM JOURNAL ON SCIENTIFIC COMPUTING
卷 24, 期 1, 页码 20-37

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SIAM PUBLICATIONS
DOI: 10.1137/S1064827599364659

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linear equations; GMRES; deflation; implicit restarting

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A modification is given of the GMRES iterative metho for nonsymmetric systems of linear equations. The new metho deflates eigenvalues using Wu and Simon's thick restarting approach [SIAM J. Matrix Anal. Appl., 22 ( 2000), pp. 602 616]. It has the efficiency of implicit restarting but is simpler and does not have the same numerical concerns. The deflation of small eigenvalues can greatly improve the convergence of restarted GMRES. Also, it is demonstrated that using harmonic Ritz vectors is important because then the whole subspace is a Krylov subspace that contains certain important smaller subspaces.

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