On GMRES-equivalent bounded operators

DOI10.1137/S0895479897325748MaRDI QIDQ2706250zbMATH OpenFDO

Authors Leonid Knizhnerman

Publication date 19 March 2001

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

Full work available at URL https://doi.org/10.1137/S0895479897325748

zbMATH Keywords

Arnoldi's methodbounded operatorsgeneralized minimal residual methodGMRESHilbert spaceiterative methodsKrylov subspace method

Mathematics Subject Classification ID

Equations and inequalities involving linear operators, with vector unknowns (47A50) Iterative numerical methods for linear systems (65F10) Numerical solutions to equations with linear operators (65J10)

Review text

The author studies the generalized minimal residual (GMRES) method applied to some operator equation \(Ax= r\) in a Hilbert space \(H\), where the operator \(A\in L(H)\) is supposed to be linear and bounded. At the \(k\)th step, the GMRES produces an approximate solution which minimizes the residual norm \(\|Ax-r\|\) over the Krylov subspace \(K^k(A,r):= \text{span}\{A^0 r,A^1r,\dots, A^{k-1}r\}\). The author constructs a unitary operator \(U\), a nonnegative definite, bounded selfadjoint operator \(P\) and an indefinite, bounded selfadjoint operator \(T\) such that all corresponding Krylov subspace \(K^k(A, R)\), \(K^k(U,r)\), \(K^k(P, r)\) and \(K^k(T, r)\) of the same dimension are equal. It is clear that this result can be heavily used in the analysis of the convergence properties of the GMRES. The author reformulates all these results for the matrix case that is of most practical interest from the point of view of solving systems of linear algebraic equations.

Recommendations

• Some Properties of GMRES in Hilbert Spaces
• scientific article; zbMATH DE number 2125498
• Geometric aspects of the theory of Krylov subspace methods
• Stability of linear GMRES convergence with respect to compact perturbations
• A Note on the Superlinear Convergence of GMRES

Cited in

(6)

• Expressions and bounds for the GMRES residual
• On investigating GMRES convergence using unitary matrices
• scientific article; zbMATH DE number 2125498 (Why is no real title available?)
• scientific article; zbMATH DE number 663835 (Why is no real title available?)
• Some Properties of GMRES in Hilbert Spaces
• Stability of linear GMRES convergence with respect to compact perturbations

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