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Reference: Stefan Guettel and Jennifer Pestana, (2012). Some observations on weighted GMRES. Unspecified.Citable link to this page:


Some observations on weighted GMRES

Abstract: We investigate the convergence of the weighted GMRES method for solving linear systems. Two different weighting variants are compared with unweighted GMRES for three model problems, giving a phenomenological explanation of cases where weighting improves convergence, and a case where weighting has no effect on the convergence. We also present new alternative implementations of the weighted Arnoldi algorithm which may be favorable in terms of computational complexity, and examine stability issues connected with these implementations. Two implementations of weighted GMRES are compared for a large number of examples. We find that weighted GMRES may outperform unweighted GMRES for some problems, but more often this method is not competitive with other Krylov subspace methods like GMRES with deflated restarting or BICGSTAB, in particular when a preconditioner is used.

Bibliographic Details

Issue Date: 2012-08Identifiers

Urn: uuid:fa264d58-a42d-47a1-99b4-44ed1d10ba6a Item Description

Type: Technical Report;


Author: Stefan Guettel - - - Jennifer Pestana - - - - Bibliographic Details Issue Date: 2012-08 - Identifiers Urn: uuid:fa264d58-a42d-47a



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