User:Leastsquare/MINRES

Minimum residual method (MINRES) is a Krylov subspace method for solving a symmetric system of linear equations. It is based on the Lanczos algorithm to find an approximate solution with minimum residual in a Krylov subspace.

MINRES is developed by Chris Paige and Michael Saunders in 1975 [1].

  1. ^ Paige, C. C.; Saunders, M. A. (1975). "Solution of sparse indefinite systems of linear equations". SIAM J. Numerical Analysis. 12 (4): 617–629. doi:10.1137/0712047.{{cite journal}}: CS1 maint: date and year (link)