Multi-preconditioned GMRES

Version 1.2.0 (9.01 KB) by Tyrone Rees
An extension of GMRES which allows the use of multiple preconditioners.
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Updated 26 Jun 2024
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When solving linear systems of equations using standard Krylov subspace methods, the user is only allowed to choose a single preconditioner, although in many situations there may be a number of possibilities. Here we provide an extension of GMRES, multi-preconditioned GMRES (MPGMRES), which allows the use of more than one preconditioner.
This code is based on the algorithm described in the manuscript:
Greif, C., Rees, T., Szyld, D. B., GMRES with multiple preconditioners
Also available as UBC technical report: UBC CS TR-2011-12, or Temple Math. report 11-12-23.

Cite As

Tyrone Rees (2024). Multi-preconditioned GMRES (https://github.com/tyronerees/mpgmres/releases/tag/v1.2.0), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2010b
Compatible with any release
Platform Compatibility
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Version Published Release Notes
1.2.0

See release notes for this release on GitHub: https://github.com/tyronerees/mpgmres/releases/tag/v1.2.0
Modified to work in complex arithmetic. Finer tolerance control and bug fixes. Thanks to Niall Bootland for the updates.
1.1.0.0

Corrected an error in the example test_mpgmres.m
1.0.0.0

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.