Upper bounds for convergence rates of acceleration methods with initial iterations

DOI10.1023/A:1019113314010MaRDI QIDQ1275439zbMATH OpenOpenAlexFDO

Authors Avram Sidi, Yair Shapira

Publication date 5 August 1999

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1019113314010

zbMATH Keywords

convergence accelerationgeneralized minimal residual methodGMRES methodlarge linear systemsnumerical examplesRichardson iterations

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)

Review text

This paper is about the convergence of \(\text{GMRES}(n,k)\) methods for the numerical solution of large linear systems, with typical applications coming from discretization methods for the solution of partial differential equations. The \(\text{GMRES}(n,k)\) methods use a sequence of cycles, with each cycle consisting of \(k\) GMRES iterations and \(n\) Richardson iterations. This primary contribution of the paper is some analysis which shows how to derive tight bounds for the convergence rates of the \(\text{GMRES}(n,k)\) methods. These bounds depend on knowledge of the spectrum of the coefficient matrix for the linear system. The bounds imply that for many problems the \(\text{GMRES}(n,k)\) methods will converge much more rapidly than the \(\text{GMRES}(k)\) methods, and numerical results are given at the end of the paper to demonstrate this.

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