2000 character limit reached
Kaczmarz-type inner-iteration preconditioned flexible GMRES methods for consistent linear systems (2006.10818v6)
Published 18 Jun 2020 in math.NA and cs.NA
Abstract: We propose using greedy and randomized Kaczmarz inner-iterations as preconditioners for the right-preconditioned flexible GMRES method to solve consistent linear systems, with a parameter tuning strategy for adjusting the number of inner iterations and the relaxation parameter. We also present theoretical justifications of the right-preconditioned flexible GMRES for solving consistent linear systems. Numerical experiments on overdetermined and underdetermined linear systems show that the proposed method is superior to the GMRES method preconditioned by NE-SOR inner iterations in terms of total CPU time.