Stabilizing randomized GMRES through flexible GMRES
We explore the use of flexible GMRES as an outer wrapper for sketched GMRES. Building on a new bound for the residual of FGMRES in terms of the residual of the preconditioner, we derive a practical randomized solver that requires very little parameter tuning, while still being efficient and robust in the sense of generating non-increasing residual norms.
Publication Details
- Journal
- ArXiv.org
- Published
- 2025-06-23
- Primary Topic
- Stochastic Gradient Optimization Techniques
- Type
- article
- Field-Weighted Citation Impact
- 0.00