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ALP: a projection method for linear systems. (English) Zbl 1336.65045

Summary: An iterative method called ALP based on combination of line projection and accumulated projection techniques is introduced. This method does not belong to the so-called extended Krylov subspace method since it does not construct any Krylov subspace to get approximations. Numerical experiments are done to demonstrate the efficiency of the proposed algorithm and comparison are made between the generalized minimal residual (GMRES) method and ALP. It is observed that in some cases ALP behaves much better than GMRES.

MSC:

65F10 Iterative numerical methods for linear systems
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