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gmres is your friend
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:smile:
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The Generalized Minimum Residual Method (GMRES) is a non-stationary iterative solver for large linear systems of equations, it was introduced by Yoused Saad back in 1986. It is one of the best known **Krylov subspace** methods.
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Such methods are based upon in the krylov subspace $\Kappa=span\{ r_0,..., A^{(k-1)}r_0\}$, with $r_0$ being the residual $r_0=b-Ax_0$ for the $k=0$ iteration. Particularly GMRES minimizes $||r_k||_2$ in $x_0+\Kappa(A,r_0)$.
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