Improving GMRES(m) using an adaptive switching controller

Summary The restarted generalized minimal residual (denoted as GMRES(m)) normally used for solving a linear system of equations of the form Ax=b has the drawback of eventually presenting a stagnation or a slowdown in its rate of convergence at certain restarting cycles. In this article, a switching controller is introduced to modify the structure of the GMRES(m) when a stagnation is detected, enlarging and enriching the subspace. In addition, an adaptive control law is introduced to update the restarting parameter to modify the dimension of the Krylov subspace. This combination of strategies is competitive from the point of view of helping to avoid the stagnation and accelerating the convergence with respect to the number of iterations and the computational time. Computational experiments corroborate the theoretical results. Improving GMRES(m) using an adaptive switching controller, Cabral JC, Schaerer CE, Bhaya A., Numer Linear Algebra Appl. 2020;e2305. https://doi.org/10.1002/nla.2305.