Computable Convergence Bounds for GMRES

DOI10.1137/S0895479898341669MaRDI QIDQ4943666zbMATH OpenFDO

Authors Jörg Liesen

Publication date 19 March 2000

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0895479898341669

zbMATH Keywords

convergence analysisgeneralized minimal residual methodGMRES methoditerative methodsKrylov subspace methodsnumerical examples

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Review text

The author derives new computable convergence bounds for the generalized minimal residual (GMRES) method. Usually such GMRES convergence bounds are derived from the so-called ``ideal GMRES minimization problem of the spectral norm \(\|p_n(A)\|\) of the matrix polynomial \(p_n(A)\) over the set of all polynomials of the degree at most \(n\) with value 1 at the origin, where \(A\) denotes the system matrix of the system \(Ax= b\) that is to be solved by the GMRES. It is clear that such bounds will usually overestimate the true convergence behaviour considerably, because they are independent of the initial residual \(r_0= b- Ax_0\). In contrast to this approach, the bounds proposed in this paper are computed during the iteration, i.e. they are of a posteriori type, and they depend on the initial guess. The numerical examples presented in paper show that this approach works well.

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• Incomplete factorization-based preconditionings for solving the Helmholtz equation
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• Properties of Worst-Case GMRES
• GMRES convergence bounds that depend on the right-hand-side vector
• Convergence in Backward Error of Relaxed GMRES
• Near-optimal convergence of the full orthogonalization method
• Constraints on admissible behavior of GMRES applied to tridiagonal Toeplitz systems
• On worst-case GMRES, ideal GMRES, and the polynomial numerical hull of a Jordan block
• New conditions for non-stagnation of minimal residual methods
• New convergence results on the global GMRES method for diagonalizable matrices

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