OOF2: The Manual
GMRES (GeneralizedMinResidual) — Generalized Minimal Residual method for iteratively solving non-symmetric matrices.
- Black magic for making the matrix more easily solvable. Type: An object of the
- Largest acceptable relative error in the matrix solution. Type: A real number.
- Maximum number of iterations to perform. Type: Integer.
- Making the Krylov dimension bigger will improve convergence but use more memory. Type: Integer.
GMRES is an iterative method, meaning that it
creates an approximate solution and improves it on each iteration.
The iteration will cease when the relative error of the solution is
less than the given
tolerance. The solver will
stop and report an error if the tolerance isn't satisfied within
GMRES (and other Krylov space methods) work by searching for
a solution in a subspace of the full vector space.
The dimension of this subspace is given by the
krylov_dimension parameter. Using a larger
krylov_dimension will improve the convergence of
the method, but will require more memory.
preconditioner parameter specifies which
Preconditioner to use, if any.
speed the convergence of iterative methods by replacing the
original matrix by something closer to the identity matrix.
 If is an initial guess for the solution of , then the initial residual is . The Krylov space of dimension is spanned by the vectors . GMRES finds the best solution in this space, and then restarts with a new . If is large enough, fewer restarts are required, but more data must be retained.