NII Technical Report (NII-2012-001E)

Title FGMRES for linear discrete ill-posed problems
Authors Keiichi Morikuni, Lothar Reichel, Ken Hayami
Abstract GMRES is one of the most popular iterative methods for the solution of large linear systems of equations. However, GMRES generally does not perform well when applied to the solution of linear systems of equations that arise from the discretization of linear ill-posed problems with error-contaminated data represented by the right-hand side. Such linear systems are commonly referred to as linear discrete ill-posed problems. The FGMRES method, proposed by Saad, is a generalization of GMRES that allows larger flexibility in the choice of solution subspace than GMRES. This paper explores application of FGMRES to the solution of linear discrete ill-posed problems. Numerical examples illustrate that FGMRES with a suitably chosen solution subspace may determine approximate solutions of higher quality than commonly applied iterative methods.
Language English
Published Jan 12, 2012
Pages 21p
PDF File 12-001E.pdf

NII Technical Reports
National Institute of Informatics