Multi-preconditioned GMRES
by Tyrone Rees
12 Jan 2012
(Updated 18 Jan 2012)
An extension of GMRES which allows the use of multiple preconditioners.
|
Watch this File
|
| File Information |
| Description |
When solving linear systems of equations using standard Krylov subspace methods, the user is only allowed to choose a single preconditioner, although in many situations there may be a number of possibilities. Here we provide an extension of GMRES, multi-preconditioned GMRES (MPGMRES), which allows the use of more than one preconditioner.
This code is based on the algorithm described by Chen Greif, Tyrone Rees and Daniel B. Syzld in the manuscript `Multi-preconditioned GMRES':
http://www.cs.ubc.ca/~tyronere/TR-2011-12.pdf
Technical report: UBC CS TR-2011-12, or Temple Math. report 11-12-23 |
| Required Products |
MATLAB
|
| MATLAB release |
MATLAB 7.11 (R2010b)
|
|
Tags for This File
|
| Everyone's Tags |
|
| Tags I've Applied |
|
| Add New Tags |
Please login to tag files.
|
| Updates |
| 18 Jan 2012 |
Corrected an error in the example test_mpgmres.m |
|
Contact us
