Research Article

A New GMRES() Method for Markov Chains

Table 3

Numerical results of the three algorithms with various problem sizes for uniform 2D lattice.

GMRES RGMRES GGMRES
CPU it Res CPU it Res CPU it Res

50 0.0393 20 0.0515 20 0.0423 17
100 0.3117 55 0.2056 27 0.1850 25
200 1.6468 71 1.5973 56 1.104 35
300 8.0600118 7.2827 77 5.5989 59