Samenvatting
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.
Originele taal-2 | Engels |
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Pagina's (van-tot) | 4660-4679 |
Aantal pagina's | 20 |
Tijdschrift | SIAM Journal on Numerical Analysis |
Volume | 47 |
Nummer van het tijdschrift | 6 |
DOI's | |
Status | Gepubliceerd - 2009 |