Iterated Gauss–Seidel GMRES
Iterated Gauss–Seidel GMRES
.The GMRES algorithm of Saad and Schultz [SIAM J. Sci. Stat. Comput., 7 (1986), pp. 856–869] is an iterative method for approximately solving linear systems \(A\mathbf{x}=\mathbf{b}\), with initial guess \(\mathbf{x}_0\) and residual \(\mathbf{r}_0 = \mathbf{b} - A\mathbf{x}_0\). The algorithm employs the Arnoldi process to generate the Krylov basis vectors (the …