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
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article
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article

Stabilizing randomized GMRES through flexible GMRES

ArXiv.org
Stochastic Gradient Optimization Techniques
article

Stabilizing randomized GMRES through flexible GMRES

article en

Abstract

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.

ArXiv.org
Openalex Percentile: Top 73%
Stochastic Gradient Optimization Techniques
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Stabilizing randomized GMRES through flexible GMRES · ArXiv.org (2025) | TGRS Research Map | TGRS