Fast Computation Method for Stopping Condition of Range Restricted GMRES Method
摘要
In this paper, we propose a method for fast computation of the stopping condition of the Range Restricted General Minimum Residual (RRGMRES) method. The RRGMRES method is iterative. As the number of iterations increases, the matrix size increases. The stopping condition for the iterations requires a condition number. The condition number is expressed as the ratio of the largest singular value to the smallest singular value. The proposed method employs the Cholesky LR method and inverse iteration. By comparing the experimental results with the conventional method, the proposed method has been 10 times faster than the conventional method.