A Flexible Inner-Outer Preconditioned GMRES Algorithm

We present a variant of the GMRES algorithm which allows changes in the precon-ditioning at every step. There are many possible applications of the new algorithm some of which are brieey discussed. In particular, a result of the exibility of the new variant is that any iterative method can be used as a preconditioner. For example, the standard GMRES… CONTINUE READING