Multi-preconditioned GMRES

An extension of GMRES which allows the use of multiple preconditioners.
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Updated 6 Dec 2023

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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://www.mathworks.com/matlabcentral/fileexchange/34562-multi-preconditioned-gmres), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2010b
Compatible with any release
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Version Published Release Notes
1.2.0.0

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