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Digitale Medien

A direct solver for the least-squares problem arising from GMRES(k) (1994)

Galán, Manuel J. ; Montero, Gustavo ; Winter, Gabriel

Chichester : Wiley-Blackwell

Communications in Numerical Methods in Engineering 10 (1994), S. 743-749

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Details

ISSN: 1069-8299

Schlagwort(e): Engineering ; Engineering General

Quelle: Wiley InterScience Backfile Collection 1832-2000

Thema: Mathematik , Technik allgemein

Notizen: This is a study about one of the core questions in the GMRES(k) method regarding the obtaining of vector yk for the least-squares problem, argminy |Hky - β(n)e1|2 (see Saad and Schultz1). We propose a simple but efficient approach to the resolution of this problem and a low cost computation of the residual and the residual norm, including both in a complete and detailed FGMRES(k) algorithm. The whole algorithm of minimization only involves two backward substitutions with triangular matrices and a dot product. The residual and the residual norm are computed, making use of results in the least-squares problem.

Zusätzliches Material: 1 Tab.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1002/cnm.1640100909

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