Generalized Minimal Residual

Generalized Minimal Residual (GMRES) is an iterative method for solving large linear systems, particularly systems involving sparse or nonsymmetric matrices, without explicitly computing a matrix inverse. At each iteration, GMRES uses the Arnoldi process to construct an orthonormal basis for a Krylov subspace, then selects the approximate solution that minimizes the residual norm within that subspace; preconditioning can improve convergence by transforming the system into a more favorable form. In engineering, GMRES helps solve computationally demanding problems in fluid flow, structural analysis, and electromagnetics, where efficient handling of large systems can reduce memory use and computation time.

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