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On the Similarities Between the Quasi-Newton Inverse Least Squares Method and GMRes

On the Similarities Between the Quasi-Newton Inverse Least Squares Method and GMRes

We show how one of the best-known Krylov subspace methods, the generalized minimal residual method (GMRes), can be interpreted as a quasi-Newton method and how the quasi-Newton inverse least squares method (QN-ILS) relates to Krylov subspace methods in general and to GMRes in particular when applied to linear systems. We …