Numerical stability of GMRES (Q1904273)

From MaRDI portal
Revision as of 09:34, 10 February 2024 by RedirectionBot (talk | contribs) (‎Removed claims)
scientific article
Language Label Description Also known as
English
Numerical stability of GMRES
scientific article

    Statements

    Numerical stability of GMRES (English)
    0 references
    0 references
    0 references
    21 May 1996
    0 references
    The generalized minimal residual (GMRES) method is one of the most popular methods for solving systems of linear equations with nonsymmetric coefficient matrices. The authors study the numerical stability of GMRES when the computation of approximations is based on constructing an orthonormal basis of Krylov subspaces (Arnoldi basis) and after that the transformed least squares problem is solved. It is shown that if the Arnoldi basis is computed via Householder orthogonalization and the transformed least squares problem is solved using Givens rotations, then the computed GMRES approximation has a guaranteed backward error of size at worst \(O(N^{{5\over 2}}\varepsilon)\), where \(N\) is the size of the coefficient matrix and \(\varepsilon\) is the machine precision. Reading the paper, one can find the description of the Arnoldi recurrence for the quantities actually computed in finite precision arithmetic and an analysis of the relation between the true and Arnoldi residuals in the presence of rounding errors.
    0 references
    nonsymmetric linear system
    0 references
    generalized minimal residual method
    0 references
    iterative methods
    0 references
    Arnoldi basis
    0 references
    numerical stability
    0 references
    GMRES
    0 references
    Krylov subspaces
    0 references
    least squares problem
    0 references
    Householder orthogonalization
    0 references
    Givens rotations
    0 references
    backward error
    0 references

    Identifiers