Abstract
We show how one of the best-known Krylov subspace methods, the generalized minimal residual method (GMRes), can be interpreted as a quasi-Newton method and how the quasi-Newton inverse least squares method (QN-ILS) relates to Krylov subspace methods in general and to GMRes in particular when applied to linear systems. We also show that we can modify QN-ILS in order to make it analytically equivalent to GMRes, without the need for extra matrix-vector products.
Originalsprache | Englisch |
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Seiten (von - bis) | 4660-4679 |
Seitenumfang | 20 |
Fachzeitschrift | SIAM Journal on Numerical Analysis |
Jahrgang | 47 |
Ausgabenummer | 6 |
DOIs | |
Publikationsstatus | Veröffentlicht - 2009 |