A minimum residual algorithm for solving linear systems
A minimum residual algorithm for solving a large linear system (I+S)x=b, with b is an element of C-n and S is an element of C-nxn supercript stop being readily invertible, is proposed. For this purpose Krylov subspaces are generated by applying S and S-1 cyclically. The iteration can be executed with every linear system once the coefficient matrix has been split into the sum of two readily invertible matrices. In case S is a translation and a rotation of a Hermitian matrix, a five term recurrence is devised.
minimum residual algorithm krylov subspace splitting orthogonal rational functions adi iteration