... | ... | @@ -4,5 +4,5 @@ gmres is your friend |
|
|
|
|
|
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.
|
|
|
|
|
|
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 $`x_0+\Kappa(A,r_0)`$.
|
|
|
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 $`x_0+\Kappa(A,r_0)`$.
|
|
|
|