GMRES convergence bounds for eigenvalue problems
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preconditioningconvergence analysisKrylov subspace methodinexact subspace iterationinexact inverse iteration
Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Numerical methods for eigenvalue problems for boundary value problems involving PDEs (65N25)
Abstract: The convergence of GMRES for solving linear systems can be influenced heavily by the structure of the right hand side. Within the solution of eigenvalue problems via inverse iteration or subspace iteration, the right hand side is generally related to an approximate invariant subspace of the linear system. We give detailed and new bounds on (block) GMRES that take the special behavior of the right hand side into account and explain the initial sharp decrease of the GMRES residual. The bounds give rise to adapted preconditioners applied to the eigenvalue problems, e.g. tuned and polynomial preconditioners. The numerical results show that the new (block) GMRES bounds are much sharper than conventional bounds and that preconditioned subspace iteration with either a tuned or polynomial preconditioner should be used in practice.
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Cited in
(18)- Convergence conditions for a restarted GMRES method augmented with eigenspaces
- GMRES convergence bounds that depend on the right-hand-side vector
- The role eigenvalues play in forming GMRES residual norms with non-normal matrices
- Computable Convergence Bounds for GMRES
- Convergence of GMRES for Tridiagonal Toeplitz Matrices
- scientific article; zbMATH DE number 5674695 (Why is no real title available?)
- Admissible and attainable convergence behavior of block Arnoldi and GMRES
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- On two generalized inverse eigenvalue problems for Hessenberg-upper triangular pencils and their application to the study of GMRES convergence
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