Accelerate weighted GMRES by augmenting error approximations

By augmenting error approximations at every restart cycle, this paper presents an accelerating strategy for restarted weighted generalized minimum residual (GMRES) method. We show that the procedure can effectively correct the occurrence of small skip D-angles, which indicates a slow convergent phase. Numerical results show that the new method converges much regular and faster than the weighted GMRES method. Finally, comparisons are made between the new and the recently proposed LGMRES methods.

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