Any Ritz value behavior is possible for Arnoldi and for GMRES

DOI10.1137/110843666MaRDI QIDQ4902929zbMATH OpenOpenAlexFDO

Authors Jurjen Duintjer Tebbens, G. Meurant

Publication date 18 January 2013

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

Full work available at URL https://semanticscholar.org/paper/eecda11508a117e51d65fef0579ca987f0c0a836

zbMATH Keywords

generalized minimal residual methodconjugate gradient methodRitz valuesArnoldi processLanczos processnon-Hermitian matricesinterlacing propertiesprescribed convergence

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Iterative numerical methods for linear systems (65F10) Orthogonalization in numerical linear algebra (65F25)

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Cited in

(29)

• On the permissible arrangements of Ritz values for normal matrices in the complex plane
• Location of Ritz values in the numerical range of normal matrices
• Preconditioning for Nonsymmetry and Time-Dependence
• The coefficients of the FOM and GMRES residual polynomials
• Any admissible harmonic Ritz value set is possible for GMRES
• Necessary and sufficient conditions for GMRES complete and partial stagnation
• Unstable modes in projection-based reduced-order models: how many can there be, and what do they tell you?
• Any Nonincreasing Convergence Curve is Possible for GMRES
• Ritz values of normal matrices and Ceva's theorem
• On the location of the Ritz values in the Arnoldi process
• On the convergence of Q-OR and Q-MR Krylov methods for solving nonsymmetric linear systems
• Prescribing the behavior of early terminating GMRES and Arnoldi iterations
• Using automatic differentiation to compute periodic orbits of delay differential equations
• On two generalized inverse eigenvalue problems for Hessenberg-upper triangular pencils and their application to the study of GMRES convergence
• Continuity of submatrices and Ritz sets associated to a point in the numerical range
• GMRES and the Arioli, Pták, and Strakoš parametrization
• Admissible and attainable convergence behavior of block Arnoldi and GMRES
• Limited‐memory polynomial methods for large‐scale matrix functions
• Augmented and deflated CMRH method for solving nonsymmetric linear systems
• When does the Lanczos algorithm compute exactly?
• Some observations on weighted GMRES
• On prescribing the convergence behavior of the conjugate gradient algorithm
• On the residual norms, the Ritz values and the harmonic Ritz values that can be generated by restarted GMRES
• On investigating GMRES convergence using unitary matrices
• Block imbedding and interlacing results for normal matrices
• The role eigenvalues play in forming GMRES residual norms with non-normal matrices
• Polynomial preconditioned Arnoldi with stability control
• An optimal Q-OR Krylov subspace method for solving linear systems
• GMRES algorithms over 35 years

Describes a project that uses

Uses Software

• Eigtool

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