Multi-preconditioned GMRES

version 1.1.0.0 (7.69 KB) by Tyrone Rees
An extension of GMRES which allows the use of multiple preconditioners.

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Updated 18 Jan 2012

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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

Cite As

Tyrone Rees (2022). Multi-preconditioned GMRES (https://www.mathworks.com/matlabcentral/fileexchange/34562-multi-preconditioned-gmres), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2010b
Compatible with any release
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