GMRES acceleration of computational fluid dynamics codes

The generalized minimal residual algorithm (GMRES) is a conjugate-gradient like method that applies directly to nonsymmetric linear systems of equations. In this paper, GMRES is modified to handle nonlinear equations characteristic of computational fluid dynamics. Attention is devoted to the concept of preconditioning and the role it plays in assuring rapid convergence. A formulation is developed that allows GMRES to be preconditioned by the solution procedures already built into existing computer codes. Examples are provided that demonstrate the ability of GMRES to greatly improve the robustness and rate of convergence of current state-of-the-art fluid dynamics codes. Theoretical aspects of GMRES are presented that explain why it works. Finally, the advantage GMRES enjoys over related methods such as conjugate gradients are discussed.