Multi-preconditioned GMRES

An extension of GMRES which allows the use of multiple preconditioners.

https://github.com/tyronerees/mpgmres

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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 (2026). Multi-preconditioned GMRES (https://github.com/tyronerees/mpgmres/releases/tag/v1.2.0), GitHub. Retrieved .

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
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.