Xavier Pinel : November 2, 2006

Flexible GMRES with Deflated Restarting (FGMRES-DR), application to two-dimensional Helmholtz equations proceeding from geophysics.

Abstract

The subject of this talk is a new Krylov method: the Flexible GMRES-DR. Its principle relies on the mix of two already existing Krylov methods: Flexible GMRES and GMRES-DR. The first one enables its preconditioner to vary at each iteration. The second one, which is a recent method developed R. B. Morgan, recycles spectral information from one restart to the next, in order to improve its convergence. FGMRES-DR uses both of these techniques to get faster convergence. We will give Matlab experimental results for the solution of the Helmholtz equation using the multigrid scheme by Erlangga et al as a preconditioner.