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GMERR - an Error Minimizing Variant of GMRES

Please always quote using this URN: urn:nbn:de:0297-zib-3323
  • The paper analyzes a recently proposed iterative error minimizing method for the solution of linear systems. Sufficient and necessary conditions for convergence are studied, which show that the method essentially requires normal matrices. An efficient implementation similar to GMRES has been worked out in detail. Numerical tests on general non--normal matrices, of course, indicate that this approach is not competitive with GMRES. Summarizing, if error minimizing is important, one should rather choose CGNE. A computational niche for GMERR might be problems, where normal but non--symmetric matrices occur, like dissipative quantum mechanics.

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Metadaten
Author:Rainald Ehrig, Peter Deuflhard
Document Type:ZIB-Report
Date of first Publication:1997/12/08
Series (Serial Number):ZIB-Report (SC-97-63)
ZIB-Reportnumber:SC-97-63
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