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':
Technical report: UBC CS TR-2011-12, or Temple Math. report 11-12-23
Tyrone Rees (2022). Multi-preconditioned GMRES (https://www.mathworks.com/matlabcentral/fileexchange/34562-multi-preconditioned-gmres), MATLAB Central File Exchange. Retrieved .
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