A comparison of some GMRES-like methods
نویسنده
چکیده
GMRES and CGS are well-known iterative methods for the solution of certain sparse linear systems with a non-symmetric matrix. These methods have been compared experimentally in many studies and speciic observations on their convergence behaviour have been reported. A new iterative method to solve a non-symmetric system is proposed by Eirola and Nevanlinna. The purpose of this paper is to investigate this method and to compare it with GMRES. We have seen problems for which this method is more eecient than GMRES. The original method has as drawbacks that it is not scaling invariant and that it may suffer from numerical instability but it will be shown that these deeciencies can be repaired. A method proposed by Broyden seems to be somehow related to the new method and is therefore included in the comparison.
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