A flexible inner-outer preconditioned GMRES algorithm

摘要: A variant of the GMRES algorithm is presented that allows changes in preconditioning at every step. There are many possible applications new algorithm, some which briefly discussed. In particular, a result flexibility any iterative method can be used as preconditioner. For example, standard itself preconditioner, CGNR (or CGNE), conjugate gradient applied to normal equations. However, more appealing utilization conjunction with relaxation techniques, possibly multilevel techniques. The possibility changing preconditioners may exploited develop efficient methods and enhance robustness. few numerical experiments reported illustrate this fact.