Stabilizing randomized GMRES through flexible GMRES

Fuente: arXiv
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Autores principales: Güttel, Stefan, Pearson, John W.
Formato: Preprint
Publicado: 2025
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author Güttel, Stefan
Pearson, John W.
author_facet Güttel, Stefan
Pearson, John W.
contents We explore the use of flexible GMRES as an outer wrapper for sketched GMRES. Building on a new bound for the residual of FGMRES in terms of the residual of the preconditioner, we derive a practical randomized solver that requires very little parameter tuning, while still being efficient and robust in the sense of generating non-increasing residual norms.
format Preprint
id arxiv_https___arxiv_org_abs_2506_18408
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Stabilizing randomized GMRES through flexible GMRES
Güttel, Stefan
Pearson, John W.
Numerical Analysis
We explore the use of flexible GMRES as an outer wrapper for sketched GMRES. Building on a new bound for the residual of FGMRES in terms of the residual of the preconditioner, we derive a practical randomized solver that requires very little parameter tuning, while still being efficient and robust in the sense of generating non-increasing residual norms.
title Stabilizing randomized GMRES through flexible GMRES
topic Numerical Analysis
url https://arxiv.org/abs/2506.18408