A new look at CMRH and its relation to GMRES

作者:Sadok Hassane; Szyld Daniel B*
来源:BIT Numerical Mathematics, 2012, 52(2): 485-501.
DOI:10.1007/s10543-011-0365-x

摘要

CMRH is a Krylov subspace method which uses the Hessenberg process to produce a basis of a Krylov method, and minimizes a quasiresidual. This method produces convergence curves which are very close to those of GMRES, but using fewer operations and storage. In this paper we present new analysis which explains why CMRH has this good convergence behavior. Numerical examples illustrate the new bounds.

  • 出版日期2012-6