The Mathematical Institute, University of Oxford, Eprints Archive

How descriptive are GMRES convergence bounds?

Embree, Mark (1999) How descriptive are GMRES convergence bounds? Technical Report. Unspecified. (Submitted)

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Abstract

Eigenvalues with the eigenvector condition number, the field of values, and pseudospectra have all been suggested as the basis for convergence bounds for minimum residual Krylov subspace methods applied to non-normal coefficient matrices. This paper analyzes and compares these bounds, illustrating with six examples the success and failure of each one. Refined bounds based on eigenvalues and the field of values are suggested to handle low-dimensional non-normality. It is observed that pseudospectral bounds can capture multiple convergence stages. Unfortunately, computation of pseudospectra can be rather expensive. This motivates an adaptive technique for estimating GMRES convergence based on approximate pseudospectra taken from the Arnoldi process that is the basis for GMRES.

Item Type:Technical Report (Technical Report)
Subjects:H - N > Linear and multilinear algebra; matrix theory
O - Z > Potential theory
H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:1290
Deposited By:Lotti Ekert
Deposited On:02 Jun 2011 08:58
Last Modified:02 Jun 2011 08:58

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