Minimal residual method

A comparison of the norm of error and residual in the CG method (blue) and the MINRES method (green). The matrix used comes from a 2D boundary-value problem.

The Minimal Residual Method or MINRES is a Krylov subspace method for the iterative solution of symmetric linear equation systems. It was proposed by mathematicians Christopher Conway Paige and Michael Alan Saunders in 1975.

In contrast to the popular CG method, the MINRES method does not assume that the matrix is positive semidefinite, only the symmetry of the matrix is mandatory.

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