Full length article: Orthogonal polynomials of the R-linear generalized minimal residual method

Authors:
Marko Huhtanen;Allan PeräMäKi
Affiliations:
Division of Mathematics, Department of Electrical and Information Engineering, University of Oulu, 90570 Oulu 57, Finland;Department of Mathematics and Systems Analysis, Aalto University, P.O.Box 11100 FI-00076 Aalto, Finland
Venue:
Journal of Approximation Theory
Year:
2013

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Abstract

The speed of convergence of the R-linear GMRES method is bounded in terms of a polynomial approximation problem on a finite subset of the spectrum. This result resembles the classical GMRES convergence estimate except that the matrix involved is assumed to be condiagonalizable. The bounds obtained are applicable to the CSYM method, in which case they are sharp. Then a new three term recurrence for generating a family of orthogonal polynomials is shown to exist, yielding a natural link with complex symmetric Jacobi matrices. This shows that a mathematical framework analogous to the one appearing with the Hermitian Lanczos method exists in the complex symmetric case. The probability of being condiagonalizable is estimated with random matrices.