首页> 中文期刊> 《高等学校计算数学学报:英文版》 >CGS/GMRES(k): AN ADAPTIVE PRECONDITIONED CGS ALGORITHM FOR NONSYMMETRIC LINEAR SYSTEMS

CGS/GMRES(k): AN ADAPTIVE PRECONDITIONED CGS ALGORITHM FOR NONSYMMETRIC LINEAR SYSTEMS

     

摘要

Recently Y. Saad proposed a flexible inner-outer preconditioned GMRES algorithm for nonsymmetric linear systems [4]. Following their ideas, we suggest an adaptive preconditioned CGS method, called CGS/GMRES (k), in which the preconditioner is constructed in the iteration step of CGS, by several steps of GMRES(k). Numerical experiments show that the residual of the outer iteration decreases rapidly. We also found the interesting residual behaviour of GMRES for the skewsymmetric linear system Ax = b, which gives a convergence result for restarted GMRES (k). For convenience, we discuss real systems.

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