I have implemented GMRES with preconditioning and as per literature it gives fast convergence but to construct preconditioner requires more time(increases with matrix size) so the effective time required to find the solution is more. I have used SOR as well as LU but both are taking more time. Please tell me can this time be reduced?
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Amro
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user2790773
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I thought MATLAB already has a function for that: http://www.mathworks.com/help/matlab/ref/gmres.html . You can perhaps look at their implementation `edit gmres.m` – Amro Sep 22 '13 at 12:28
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@Amro But it needs the preconditioner as input parameter which is to be constructed and the construction of preconditioner is requiring more time. GMRES itself is not taking time but the precondioner construction takes time. How the overall time can be reduced? – user2790773 Oct 03 '13 at 04:37