GMRES Meaning and
Definition
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GMRES (Generalized Minimal RESidual) is a popular iterative method used to solve large linear systems of equations, particularly those arising from discretized partial differential equations. It was developed by Yousef Saad and Martin Schultz in 1986. GMRES is an extension of the minimal residual method and is known for its ability to efficiently handle large sparse matrices.
GMRES works by iteratively approximating the solution of the linear system, starting from an initial guess and refining it over each iteration. The method is designed to minimize the residual, which is the difference between the original equation and the approximation. It seeks to find the optimal solution within a Krylov subspace, which is a subspace formed by the original vector and subsequent products of the matrix and vectors.
What makes GMRES advantageous is its ability to handle matrices that are not symmetric or definite. It can handle both non-symmetric and indefinite matrices by minimizing the residual in the least squares sense. This makes it a versatile and widely applicable method for solving various types of linear systems.
One key characteristic of GMRES is that it is computationally more expensive compared to direct methods for smaller systems. However, for larger systems, especially those with sparse matrices, GMRES can provide significant computational savings. Moreover, GMRES is capable of finding an approximate solution even if the matrix is ill-conditioned, making it particularly useful in situations where numerical stability is a concern.
Overall, GMRES is a powerful iterative method that efficiently solves large linear systems of equations with non-symmetric or indefinite matrices, making it widely used in scientific and engineering applications.
Common Misspellings for GMRES
- gmrtes
- ggmres
- gmmres
- GMzES
- GMRuS
- GMRgS
- GMREq
- GMREr
- g mres
- gm res
- gmr es
- gmre s
- gmwrs
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