If your grandmother has died, you can call your grandfather a widower, or a man whose wife is no longer living.
When a man loses his wife, he becomes a widower. The equivalent name for a woman whose husband dies is a widow. In many cases, a man is only referred to as a widower if he has not remarried. Both a widow and a widower are described as being widowed. The feminine form of this word came first, from the Old English widewe. The Indo-European root means "be empty," which perfectly describes the grief that many recent widowers feel.