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HASSANE SADOK
A new look at CMRH and its relation to GMRES

Laboratoire de Mathematiques Pures et Appliquees
Universite du Littoral
Centre Universitaire de la Mi-Voix
B P 699
62228 Calais Cedex
France
sadok@lmpa.univ-littoral.fr
DANIEL SZYLD

CMRH (Changing Minimal Residual method based on the Hessenberg process) is a Krylov subspace method which uses the Hessenberg process to produce a basis of a Krylov method, and minimizes a quasi-residual. The CMRH method shares many of the computational properties of the well-known GMRES method.

Hence this method produces convergence curves which are very close to those of GMRES, but using fewer operations and storage. In this paper we present new analysis which explains why CMRH has this good convergence behavior.





root 2010-03-02