Title
Some observations on weighted GMRES
Abstract
We 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.
Year
DOI
Venue
2014
10.1007/s11075-013-9820-x
Numerical Algorithms
Keywords
DocType
Volume
Weighted GMRES,Linear systems,Krylov subspace method,Harmonic Ritz values
Journal
67
Issue
ISSN
Citations 
4
1017-1398
4
PageRank 
References 
Authors
0.49
23
2
Name
Order
Citations
PageRank
Stefan Güttel1423.06
Jennifer Pestana2379.93