A Rayleigh quotient minimization algorithm based on algebraic multigrid

DQGMRES: a Direct Quasi-minimal Residual

DQGMRES: a Direct Quasi-minimal Residual Algorithm Based on Incomplete Orthogonalization

✍ Yousef Saad; Kesheng Wu 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 778 KB

We describe a Krylov subspace technique, based on incomplete orthogonalization of the Krylov vectors, which can be considered as a truncated version of GMRES. Unlike GMRES(m), the restarted version of GMRES, the new method does not require restarting. Like GMRES, it does not break down. Numerical ex