SeMA Journal

, Volume 74, Issue 2, pp 213–231 | Cite as

GMRES with multiple preconditioners

Article

Abstract

We propose a variant of GMRES, where multiple (two or more) preconditioners are applied simultaneously, while maintaining minimal residual optimality properties. To accomplish this, a block version of Flexible GMRES is used, but instead of considering blocks associated with multiple right hand sides, we consider a single right-hand side and grow the space by applying each of the preconditioners to all current search directions, minimizing the residual norm over the resulting larger subspace. To alleviate the difficulty of rapidly increasing storage requirements, we present a heuristic limited-memory selective algorithm, and demonstrate the effectiveness of this approach.

Keywords

Iterative methods Linear systems Preconditioning Krylov subspaces GMRES 

Mathematics Subject Classification

65F10 65N22 15A06 

Notes

Acknowledgments

We thank the two anonymous referees for their questions and comments, which helped us improve our presentation.

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Copyright information

© Sociedad Española de Matemática Aplicada 2016

Authors and Affiliations

  1. 1.Department of Computer ScienceUniversity of British ColumbiaVancouverCanada
  2. 2.Department of Scientific ComputingSTFC Rutherford Appleton LaboratoryOxfordshireUK
  3. 3.Department of MathematicsTemple University (038-16)PhiladelphiaUSA

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