GMRES with sketching and deflated restarting

This repository contains files accompanying the paper listed at the bottom of this page. More specifically, the repository contains implementations of GMRES-SDR, GMRES-DR, and GCRO-DR.

Run test_stokes_single.m and test_stokes_multiple.m to reproduce the two plots in Figure 6.1 of the paper. You'll need to download the file vas_stokes_1M.mat from https://sparse.tamu.edu/VLSI/vas_stokes_1M.

GMRES-SDR requires MATLAB's Signal Processing Toolbox for the dct() function when the default sketching operator (subsampled discrete cosine transform) is used. It is possible to use other sketching operators by passing a param.hS function handle to gmres_sdr.m.

Reference

@techreport{BGS23,
  title   = {GMRES with randomized sketching and deflated restarting},
  author  = {Burke, Liam and G\"{u}ttel, Stefan and Soodhalter, Kirk},
  year    = {2023},
  number  = {arXiv:2311.14206},
  pages   = {22},
  institution = {arXiv}, 
  type    = {arXiv EPrint},
  url     = {https://arxiv.org/abs/2311.14206},
}