GMRES Arnoldi

版本 1.0.0.0 (412.6 KB) 作者: Xose Manuel Carreira
GMRES with Arnoldi interations for solving a nonsymmetric system of linear equations.
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更新时间 2016/8/4

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A fast implementationfor GMRES (Generalized Minimal Residual Algorithm) for solving a nonsymmetric system of linear equations.
The method approximates the solution by the vector in a Krylov subspace with minimal residual.

The Arnoldi iteration is used to find this vector. Instead of Givens rotation (which is more efficient) a QR decomposition is used (which is more clear).

引用格式

Xose Manuel Carreira (2024). GMRES Arnoldi (https://www.mathworks.com/matlabcentral/fileexchange/58536-gmres-arnoldi), MATLAB Central File Exchange. 检索来源 .

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版本 已发布 发行说明
1.0.0.0