GMRESR: a family of nested GMRES methods

Recently Eirola and Nevanlinna have proposed an iterativ<: solution method for unsymmetric linear systems, in which the preconditioner is updated from step to step. Following their ideas we suggest variants of GMRES, in which a preconditioner is constructed per it<:ration st<:p by a suitable approximation process, e.g., by GMRES itself. Our numerical experimenb indicate that this may lead to considerable savings in CPU-timc and memory requirements in typical CFD applications.

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