Class MinimalResidualSolver

  • All Implemented Interfaces:
    IterativeLinearSystemSolver

    public class MinimalResidualSolver
    extends Object
    implements IterativeLinearSystemSolver
    The Minimal Residual method (MINRES) is useful for solving a symmetric n-by-n linear system (possibly indefinite or singular). When the coefficient matrix A is Hermitian, the Arnoldi algorithm used in GMRES can be simplified to a 3-term recurrence known as Lanczos algorithm. Thus, an approximate solution can be computed without saving all the orthonormal basis vectors generated. When A is singular, MINRES returns a least-squares solution with small |Ar| (where r = b - Ax).

    Only left preconditioning is supported in this implementation.