GMRES: A generalized minimal residual algorithm for solving nonsymmetric linear systems. (English) Zbl 0599.65018

An iterative algorithm for solving linear systems, which has the property of minimizing at every step the norm of the residual vector over a Krylov subspace is presented. The new method presents several advantages over the ”generalized conjugate residual” method and the ORTHODIR method. Few numerical comparisons are given.
Reviewer: S.Filippi


65F10 Iterative numerical methods for linear systems
65F25 Orthogonalization in numerical linear algebra
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