Scientific Computing Seminar and Concepts

Date & Time

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).

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