Multi-preconditioned GMRES

An extension of GMRES which allows the use of multiple preconditioners.
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 (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2010b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes

Modified to work in complex arithmetic. Finer tolerance control and bug fixes. Thanks to Niall Bootland for the updates.

Corrected an error in the example test_mpgmres.m