Résumé
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.
| langue originale | Anglais |
|---|---|
| Pages (de - à) | 4660-4679 |
| Nombre de pages | 20 |
| journal | SIAM Journal on Numerical Analysis |
| Volume | 47 |
| Numéro de publication | 6 |
| Les DOIs | |
| état | Publié - 2009 |
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