Any admissible cycle-convergence behavior is possible for restarted GMRES at its initial cycles.

DOI10.1002/NLA.739zbMATH Open1249.65073arXiv0907.3573OpenAlexW2076892752MaRDI QIDQ2889398FDOQ2889398

Authors: Eugene Vecharynski, Julien Langou 

Publication date: 7 June 2012

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Abstract: Given a matrix order $n$, a restart parameter $m$ ($m<n$), a decreasing positive sequence $f(0)>f(1)>\mathrm{...}>f(q)geq0$, where $q<n/m$, it is shown that there exits an $n$-by-$n$ matrix $A$ and a vector $r_0$ with $|r_0|=f(0)$ such that $|r_k|=f(k)$, $k=1,\mathrm{...},q$, where $r_k$ is the residual at cycle $k$ of restarted GMRES with restart parameter $m$ applied to the linear system $Ax=b$, with initial residual $r_0=b-A{x}_0$. Moreover, the matrix $A$ can be chosen to have any desired eigenvalues. We can also construct arbitrary cases of stagnation; namely, when $f(0)>f(1)>\mathrm{...}>f(i)=f(i+1)geq0$ for any $i<q$. The restart parameter can be fixed or variable.

Full work available at URL: https://arxiv.org/abs/0907.3573

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zbMATH Keywords

convergencegeneralized minimal residual (GMRES) methodrestarted GMRES

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

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Cited In (14)

• Generalization of convergence conditions for a restarted GMRES
• On the Forsythe conjecture
• On the convergence of Q-OR and Q-MR Krylov methods for solving nonsymmetric linear systems
• Any finite convergence curve is possible in the initial iterations of restarted FOM
• On two generalized inverse eigenvalue problems for Hessenberg-upper triangular pencils and their application to the study of GMRES convergence
• Limited‐memory polynomial methods for large‐scale matrix functions
• Effective matrix-free preconditioning for the augmented immersed interface method
• Any Ritz value behavior is possible for Arnoldi and for GMRES
• Some observations on weighted GMRES
• On the residual norms, the Ritz values and the harmonic Ritz values that can be generated by restarted GMRES
• Complementary cycles of restarted GMRES
• The cycle-convergence of restarted GMRES for normal matrices is sublinear
• GMRES algorithms over 35 years
• Explanation of a phenomenon witnessed in pre-processed GMRES

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