An efficient iterative method for solving large linear systems

This paper presents a new powerful iterative method for solving large and sparse linear systems. Using the idea of the Jaya method to the restarted generalized minimum residual (GMRES) method, we propose Jaya-GMRES method. The Jaya-GMRES is an efficient solver, being based mainly on matrix-vector multiplications. Numerical results show that the Jaya-GMRES method has found more accurate solutions and converges much regular than the GMRES method.

Keywords:

GMRES method , Jaya optimization algorithm , Linear systems , Iterative method , Non-symmetric matrix.