On the Similarities Between the Quasi-Newton Inverse Least Squares Method and GMRes
Rob Haelterman, Joris Degroote, Dirk Van Heule, Jan Vierendeels · SIAM Journal on Numerical Analysis · 2010
We show how one of the best-known Krylov subspace methods, the generalized minimal residual method (GMRes), can be interpreted as a quasi-Newton method and how the quasi-Newton inverse least squares method (QN-ILS) relates to Krylov subspace methods in general and to GMRes in particular when applied to linear systems. We also show that we can modify QN-ILS in order to make it analytically equivalent to GMRes, without the need for extra matrix-vector products.