Technical Reports

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UBC CS TR-2011-12 Summary

Multi-preconditioned GMRES, December 23, 2011 Chen Greif, Tyrone Rees and Daniel Szyld, 24 pages

Standard Krylov subspace methods only allow the user to choose a single preconditioner, although in many situations there may be a number of possibilities. Here we describe an extension of GMRES, multi-preconditioned GMRES, which allows the use of more than one preconditioner. We give some theoretical results, propose a practical algorithm, and present numerical results from problems in domain decomposition and PDE-constrained optimization. These numerical experiments illustrate the applicability and potential of the multi-preconditioned approach.

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