KAUST Grant NumberKUK-C1-013-04
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AbstractWe investigate the convergence of the weighted GMRES method for solving linear systems. Two different weighting variants are compared with unweighted GMRES for three model problems, giving a phenomenological explanation of cases where weighting improves convergence, and a case where weighting has no effect on the convergence. We also present a new alternative implementation of the weighted Arnoldi algorithm which under known circumstances will be favourable in terms of computational complexity. These implementations of weighted GMRES are compared for a large number of examples. We find that weighted GMRES may outperform unweighted GMRES for some problems, but more often this method is not competitive with other Krylov subspace methods like GMRES with deflated restarting or BICGSTAB, in particular when a preconditioner is used. © 2014 Springer Science+Business Media New York.
CitationGüttel S, Pestana J (2014) Some observations on weighted GMRES. Numerical Algorithms 67: 733–752. Available: http://dx.doi.org/10.1007/s11075-013-9820-x.
SponsorsS.G. was supported by Deutsche Forschungsgemeinschaft Fellowship No. GU 1244/1-1. This publication was based on work supported in part by Award No. KUK-C1-013-04, made by King Abdullah University of Science and Technology (KAUST).