Convergence of Krylov methods for sums of two operators

DOI10.1007/BF01733791MaRDI QIDQ2565274zbMATH OpenFDO

Authors Olavi Nevanlinna

Publication date 11 March 1997

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01733791

zbMATH Keywords

convergenceHilbert spaceKrylov subspace methodsnuclear operators

Mathematics Subject Classification ID

Equations and inequalities involving linear operators, with vector unknowns (47A50) Linear operators belonging to operator ideals (nuclear, (p)-summing, in the Schatten-von Neumann classes, etc.) (47B10) Numerical solutions to equations with linear operators (65J10)

Review text

The author considers the equation \(x=Tx+f\), where \(T\) is a bounded linear operator in a complex separable Hilbert space \(H\) and \(f\in H\) is given. Assume that \(1-T\) has a bounded inverse and that it is possible to evaluate \(Ty\) at any given vector \(y\in H\). Let \(q\) be any polynomial and put \(p(\lambda):= 1-(1- \lambda)q(\lambda)\). It is known that \(\widehat{x}:= q(T)f\) is a good approximation to \(x=(1-T)^{-1}f\) if and only if \(|p(T)f|\) is small. Krylov subspace methods approximate the solution \(x=(1-T)^{-1}f\) by finite linear combinations of \(T^jf\); these methods are based on projecting, orthogonally or almost, on Krylov subspaces \(K_n(T,f):= \text{span} \{T^jf\}_0^{n-1}\). The convergence speed can be analyzed in terms of \(\min|p_n(T)f|\). The author demonstrates that if \(T=B+K\) where \(B\) is bounded and \(K\) is nuclear, then the obtainable speed for \(T\) is not much slower than the obtainable speeds for \(B\) and \(K\) separately. Bounds are given for \(\inf|Q_n(B+K)|\) and for \(\inf|p_n(B+K)|\), where the infimum is over all polynomials of degree \(n\), such that \(Q_n\) is monic and \(p_n\) is normalized: \(p_n(1)=1\).

Recommendations

• Robust bounds for Krylov methods
• Discrete krylov subspace methods for equations of the second kind
• Geometric aspects of the theory of Krylov subspace methods
• scientific article; zbMATH DE number 95097

Cites work

• Classes of linear operators. Vol. I
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• scientific article; zbMATH DE number 88927 (Why is no real title available?)
• scientific article; zbMATH DE number 556557 (Why is no real title available?)
• QMR: A quasi-minimal residual method for non-Hermitian linear systems

Cited in

(6)

• Properties of iteration of Toeplitz operators with Toeplitz preconditioners
• Robust bounds for Krylov methods
• Meromorphic resolvents and power bounded operators
• Discrete krylov subspace methods for equations of the second kind
• Error Analysis of Krylov Methods In a Nutshell
• Stability of linear GMRES convergence with respect to compact perturbations

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