Implementation of the Classic GMRES Algorithm

Resource Overview

Implementation of the classic GMRES algorithm in MATLAB, with successful comparison against MATLAB's built-in gmres function

Detailed Documentation

This article discusses the classic GMRES algorithm and demonstrates its MATLAB implementation. GMRES is an iterative method for solving large-scale linear systems and operates without requiring full matrix storage. We provide detailed implementation insights including the Arnoldi process for building orthonormal bases and handling Hessenberg matrices. The implementation includes key parameters such as restart values and tolerance thresholds for convergence control. We perform comparative analysis with MATLAB's built-in gmres function, demonstrating the algorithm's effectiveness in solving large linear systems. Additionally, we explore parameter tuning strategies for enhanced performance and practical application guidelines for real-world scenarios. The article offers comprehensive coverage of GMRES algorithm mechanics and provides practical implementation advice with code optimization techniques.