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A Randomized Q-OR Krylov Subspace Method for Solving Nonsymmetric Linear Systems

Author

Listed:
  • Gérard Meurant

    (Retired Researcher, 75012 Paris, France)

Abstract

The most popular iterative methods for solving nonsymmetric linear systems are Krylov methods. Recently, an optimal Quasi-ORthogonal (Q-OR) method was introduced, which yields the same residual norms as the Generalized Minimum Residual (GMRES) method, provided GMRES is not stagnating. In this paper, we study how to introduce matrix sketching in this algorithm. It allows us to reduce the dimension of the problem in one of the main steps of the algorithm.

Suggested Citation

  • Gérard Meurant, 2025. "A Randomized Q-OR Krylov Subspace Method for Solving Nonsymmetric Linear Systems," Mathematics, MDPI, vol. 13(12), pages 1-10, June.
    • Handle: RePEc:gam:jmathe:v:13:y:2025:i:12:p:1953-:d:1677836
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