
doi: 10.1137/0917015
The purpose of this paper is to show how the generalized minimal residual (GMRES) method can be modified to incorporate Nyström interpolation at a small cost in both computational effort and algorithmic complexity. The result is an algorithm that has the convergence property of Broyden's method. An example is given to compare GMRES, both with and without Nyström interpolation and Broyden's method as primary solvers.
Iterative numerical methods for linear systems, Complexity and performance of numerical algorithms, convergence, algorithmic complexity, Broyden's method, Nyström interpolation, GMRES, generalized minimal residual method
Iterative numerical methods for linear systems, Complexity and performance of numerical algorithms, convergence, algorithmic complexity, Broyden's method, Nyström interpolation, GMRES, generalized minimal residual method
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