ANZIAM J. 49 (2007), no. 2, pp. 293–308.

Usage of the convergence test of the residual norm in the Tsuno–Nodera version of the GMRES algorithm

K. Moriya† T. Nodera
Ohi-Branch
Nikon System Inc.
Japan
kmoriya@nikon-sys.co.jp		 Department of Mathematics
Keio University
Japan
nodera@math.keio.ac.jp
Received 13 October, 2005; revised 15 January, 2007

Abstract

Tsuno and Nodera proposed a new variant of the GMRES(m) algorithm. Their algorithm is referred to as the GMRES(\leqslant \! m_{\max }) algorithm and performs the restart process adaptively, considering the distribution of the zeros of the residual polynomial. However, unless the zeros of the residual polynomial are distributed uniformly, m_{\max } is always chosen and their algorithm becomes almost the same as the GMRES(m) algorithm with m=m_{\max }.

In this paper, we include a convergence test for the residual norm in the GMRES(\leqslant \! m_{\max }) algorithm and propose a new restarting technique based on two criteria. Even if the distribution of zeros does not become uniform, the restart can be performed by using the convergence test of the residual norm. Numerical examples simulated on a Compaq Beowulf computer demonstrate that the proposed technique accelerates the convergence of the GMRES(\leqslant \! m_{\max }) algorithm.

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2000 Mathematics Subject Classification: primary 65F10; secondary 65M12
(Metadata: XML, RSS, BibTeX) MathSciNet: MR2376???
†indicates author for correspondence

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