Scientific Computing Seminar and Concepts
Speaker: Alex Barnett
Title: Introduction to iterative methods to solve square linear systems: GMRES and its convergence rate.
Background reading:
Y. Saad and M. H. Schultz, “GMRES: a generalized minimal residual algorithm for solving nonsymmetric linear systems,” SIAM J. Stat. Sci. Comput. 7 (3) 856–869 (1986).
T. A. Driscoll, K.-C. Toh, and L. N. Trefethen, “From potential theory for matrix iterations in six steps,” SIAM Review, 40 (3), 547-578 (1998).