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arXiv 2209.01231math.NAcs.NA
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GMRES收敛边界的描述性如何?

How Descriptive are GMRES Convergence Bounds?

Mark Embree

摘要:

GMRES方法是一种常用的Krylov子空间方法,用于求解含有一般非Hermitian系数矩阵的线性系方程组。GMRES收敛性的传统界限涉及复平面上的多项式逼近问题。三种流行的方法提出了这个近似问题的频谱,字段的值,或伪谱的系数矩阵。我们分析和比较这些界限,用六个例子说明每个界限的成功和失败。当矩阵偏离正常,由于只有一个低维的不变子空间,我们讨论如何利用这种结构,这些界限可以适应。由于支持GMRES的Arnoldi过程提供了对伪谱的近似,因此可以随着迭代的进行来估计GMRES收敛边界。

英文摘要:

GMRES is a popular Krylov subspace method for solving linear systems of equations involving a general non-Hermitian coefficient matrix. The conventional bounds on GMRES convergence involve polynomial approximation problems in the complex plane. Three popular approaches pose this approximation problem on the spectrum, the field of values, or pseudospectra of the coefficient matrix. We analyze and compare these bounds, illustrating with six examples the success and failure of each. When the matrix departs from normality due only to a low-dimensional invariant subspace, we discuss how these bounds can be adapted to exploit this structure. Since the Arnoldi process that underpins GMRES provides approximations to the pseudospectra, one can estimate the GMRES convergence bounds as an iteration proceeds.

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。

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