GMRES and Integral Operators
C. T. Kelley, Z. Q. Xue · SIAM Journal on Scientific Computing · 1996
In this paper we show how the properties of integral operators and their approximations are reflected in the performance of the GMRES iteration and how these properties can be used to smooth the GMRES iterates by an implicit application of Nyström interpolation, thereby strengthening the norm in which convergence takes place. The smoothed iteration has very similar properties to Broyden’s method. We present an example to illustrate the ideas.