On GMRES for Singular EP and GP Systems

DOI10.1137/17M1128216zbMATH Open1391.65070arXiv1705.03153OpenAlexW2612233815MaRDI QIDQ4569578FDOQ4569578

Keiichi Morikuni, Miroslav Rozložník

Publication date: 25 June 2018

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

Abstract: In this contribution, we study the numerical behavior of the Generalized Minimal Residual (GMRES) method for solving singular linear systems. It is known that GMRES determines a least squares solution without breakdown if the coefficient matrix is range-symmetric (EP), or if its range and nullspace are disjoint (GP) and the system is consistent. We show that the accuracy of GMRES iterates may deteriorate in practice due to three distinct factors: (i) the inconsistency of the linear system; (ii) the distance of the initial residual to the nullspace of the coefficient matrix; (iii) the extremal principal angles between the ranges of the coefficient matrix and its transpose. These factors lead to poor conditioning of the extended Hessenberg matrix in the Arnoldi decomposition and affect the accuracy of the computed least squares solution. We also compare GMRES with the range restricted GMRES (RR-GMRES) method. Numerical experiments show typical behaviors of GMRES for small problems with EP and GP matrices.

Full work available at URL: https://arxiv.org/abs/1705.03153

zbMATH Keywords

EP matrixgroup inverseleast squares problemssingular linear systemsGMRES methodGP matrix

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Iterative numerical methods for linear systems (65F10) Conditioning of matrices (15A12)

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Cited In (7)

• Approximate Generalized Inverses with Iterative Refinement for $\epsilon$-Accurate Preconditioning of Singular Systems
• GMRES using pseudoinverse for range symmetric singular systems
• On Krylov subspace methods for skew-symmetric and shifted skew-symmetric linear systems
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• The core inverse and constrained matrix approximation problem

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