GMRES and the minimal polynomial (Q2565269): Difference between revisions

A qualitative model is presented for the convergence behaviour of GMRES for solving nonsingular systems of linear equations \(Ax=b\) in finite and infinite dimensions. If the eigenvalues of the matrix \(A\) consist of a single cluster point plus outliers then the convergence factor is bounded by the cluster radius. If the eigenvalues of \(A\) consist of several close clusters, then GMRES treats the clusters as a single big cluster, and the convergence factor is the radius of this big cluster.