Evaluation of the performance of inexact GMRES

Abstract

The inexact GMRES algorithm is a variant of the GMRES algorithm where matrix–vector products are performed inexactly, either out of necessity or deliberately, as part of a trading of accuracy for speed. Recent studies have shown that relaxing matrix–vector products in this way can be justified theoretically and experimentally. Research, so far, has focused on decreasing the workload per iteration without significantly affecting the accuracy. But relaxing the accuracy per iteration is liable to increase the number of iterations, thereby increasing the overall runtime, which could potentially end up being greater than that of the exact GMRES if there were not enough savings in the matrix–vector products. In this paper, we assess the benefit of the inexact approach in terms of actual CPU time derived from realistic problems, and we provide cases that provide instructive insights into results affected by the build-up of the inexactness. Such information is of vital importance to practitioners who need to decide whether switching their workflow to the inexact approach is worth the effort and the risk that might come with it. Our assessment is drawn from extensive numerical experiments that gauge the effectiveness of the inexact scheme and its suitability for use in addressing certain problems, depending on how much inexactness is allowed in the matrix–vector products.