Abstract
We describe a generalization of the GMRES iterative method in which the residual vector is no longer minimized in the 2-norm but in a C-norm, where C is a symmetric positive definite matrix. The resulting iterative method call GGMRES is derived in detail and the minimizing property is proven.
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© 2001 Springer-Verlag Berlin Heidelberg
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Kincaid, D.R., Chen, JY., Young, D.M. (2001). A Generalized GMRES Iterative Method. In: Vulkov, L., Yalamov, P., Waśniewski, J. (eds) Numerical Analysis and Its Applications. NAA 2000. Lecture Notes in Computer Science, vol 1988. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-45262-1_55
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DOI: https://doi.org/10.1007/3-540-45262-1_55
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