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Appendix D<br />

GMRES and Arnoldi Iterative<br />

Methods<br />

This appendix is to explain the modern iterative solvers for the linear and eigenvalue<br />

subproblems that arise in the matrix-free continuation algorithms used from LOCA.<br />

We would like to solve linear systems of the form<br />

and eigenproblems of the form<br />

Da = b<br />

Da = λa<br />

with D ∈ R M×M is an M × M matrix (the preconditioned Jacobian of the nonlin-<br />

ear function) and a, b ∈ R M are M-dimensional vectors. The iterative methods are<br />

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