Construction of invariant subspaces and their application for improving GMRES(m) method

Abstract

We formulate the iterative technique updating the starting vector of the Arnoldi process to obtain an invariant subspace. Our new technique is compared with the classical one and convergence theorem for both techniques is formulated.

The invariant subspace is used for improving GMRES(m) method.

Keywords

• Construction
• invariant
• subspaces
• their
• application
• improving
• GMRES
• method