gmres - generalized minimum residual method with restarts

Calling Sequence

[x,flag,err,iter,res] = gmres(A,b,rstr,tol,maxi,M,x0)

Parameters

• A : n-by-n matrix or function returning A*x
• b : right hand side vector
• x0 : initial guess vector (default: zeros(n,1))
• M : preconditioner: matrix or function returning M*x (In the first case, default: eye(n,n))
• rstr : number of iterations between restarts (default: 10)
• maxi : maximum number of iterations (default: n)
• tol : error tolerance (default: 1e-6)
• x : solution vector
• err : final residual norm
• iter : number of iterations performed
• flag : 0 = gmres converged to the desired tolerance within maxi iterations
• res : residual vector

Description

Solves the linear system Ax=b using the Generalized Minimal residual (GMRES(m)) method with restarts.

See Also

pcg ,  

Author

Sage Group (IRISA, 2005)