arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2005.12960math.NAcs.NA
收藏

线性GMRES收敛关于紧扰动的稳定性

Stability of linear GMRES convergence with respect to compact perturbations

Jan Blechta

摘要:

假设Hilbert空间上的线性有界算子$B$至少具有线性GMRES收敛性,即,存在$M_B<1$,使得GMRES残差对于每个初始残差$r_0$和步长$k\in\mathbb{N}$满足$\|r_k\|\leq M_B\|r_{k-1}\|$。我们证明了带有紧扰动算子$A=B+C$的GMRES允许有界$\|r_k\|/\|r_0\|\leq\prod_{j=1}^k\bigl(M_B+(1+M_B)\,\|A^{-1}\|\,σ_j(C)\bigr)$,即,奇异值$σ_j(C)$控制未扰动问题与边界的偏离。这个结果可以看作是[I. Moret,GMRES超线性收敛的一个注记,SIAM J. Numer.肛门,34(1997),pp. 513-516,https://doi.org/10.1137/S0036142993259792],其中仅考虑情况$B=λI$。在这种特殊情况下,$M_B=0$和由此产生的收敛是超线性的。

英文摘要:

Suppose that a linear bounded operator $B$ on a Hilbert space exhibits at least linear GMRES convergence, i.e., there exists $M_B<1$ such that the GMRES residuals fulfill $\|r_k\|\leq M_B\|r_{k-1}\|$ for every initial residual $r_0$ and step $k\in\mathbb{N}$. We prove that GMRES with a compactly perturbed operator $A=B+C$ admits the bound $\|r_k\|/\|r_0\|\leq\prod_{j=1}^k\bigl(M_B+(1+M_B)\,\|A^{-1}\|\,σ_j(C)\bigr)$, i.e., the singular values $σ_j(C)$ control the departure from the bound for the unperturbed problem. This result can be seen as an extension of [I. Moret, A note on the superlinear convergence of GMRES, SIAM J. Numer. Anal., 34 (1997), pp. 513-516, https://doi.org/10.1137/S0036142993259792], where only the case $B=λI$ is considered. In this special case $M_B=0$ and the resulting convergence is superlinear.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑