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A Kind of Preconditioned IGMRES(m) Algorithm

Fundamental theories are studied for an Incomplete Generalized Minimal Residual Method(IGMRES(m)) in Krylov subspace. An algebraic equations generated from the IGMRES(m) algorithm is presented. The relationships are deeply researched for the algorithm convergence and the coefficient matrix of the equations. A kind of preconditioned method is proposed to improve the convergence of the IGMRES(m) algorithm. It is proved that the best convergence can be obtained through appropriate matrix decomposition.