Module gmres 

GMRES(m) (Generalized Minimal Residual with restart) iterative solver.

Solves the linear system A * x = b for general matrices using the GMRES algorithm with periodic restarts after m iterations.

Algorithm

GMRES builds an orthonormal basis for the Krylov subspace K_m = span{r, A*r, A^2*r, ..., A^{m-1}*r} via the Arnoldi process, then solves a small least squares problem on the resulting upper Hessenberg matrix using Givens rotations.

After m iterations without convergence, the algorithm restarts with the current best solution as the new initial guess.

Structs

GmresConfig

Configuration for the GMRES(m) solver.

Functions

gmres_solve

Solves A * x = b using GMRES(m) with restart.