Spectral behaviour of GMRES applied to singular systems (Q2642366)

The author analyses the theoretical behaviour of the generalized minimal residual (GMRES) method applied to singular systems in exact arithmetic. He proves that the singularity of the Hessenberg matrix depends on the nature of the system matrix, the zero eigenvalue multiplicity and the projection of the initial residual on particular subspaces. Moreover, some new results about the distinct kinds of breakdown which may occur in the algorithm when the system is singular are also presented.