IMPLEMENTATION OF THE HYBRID GMRES ALGORITHM USING HOUSEHOLDER TRANSFORMATIONS

应用Householder变换的混合GMRES算法执行(英文)

The standard implementation of the hybrid GMRES algorithm for solving large nonsymmetric linear systems involves a Gram-Schmidt process which is a potential source of significant numerical error. An alternative implementation is outlined here in which orthogonalization by Householder transformations replaces the Gram-Schmidt process. Numerical experiments show that the new implementation is more stable.

为求解大型非对称线性方程组,混合GMRES算法的标准执行包含了一个Gram-Schmidt正交化过程,但此过程可能会导致严重的数值错误。本文给出了算法的另一种执行方法,应用Householder变换来进行正交化.数值例子表明,执行新的算法更稳定可靠。