Prescribing the behavior of early terminating GMRES and Arnoldi iterations

  • Authors:
  • Jurjen Duintjer Tebbens;Gérard Meurant

  • Affiliations:
  • Institute of Computer Science, Academy of Sciences of the Czech Republic, Praha 8, Czech Republic;, Paris, France 75012

  • Venue:
  • Numerical Algorithms
  • Year:
  • 2014

Quantified Score

Hi-index 0.00

Visualization

Abstract

We generalize and extend results of the series of papers by Greenbaum and Strakoš (IMA Vol Math Appl 60:95---118, 1994), Greenbaum et al. (SIAM J Matrix Anal Appl 17(3):465---469, 1996), Arioli et al. (BIT 38(4):636---643, 1998) and Duintjer Tebbens and Meurant (SIAM J Matrix Anal Appl 33(3):958---978, 2012). They show how to construct matrices with right-hand sides generating a prescribed GMRES residual norm convergence curve as well as prescribed Ritz values in all iterations, including the eigenvalues, and give parametrizations of the entire class of matrices and right-hand sides with these properties. These results assumed that the underlying Arnoldi orthogonalization processes are breakdown-free and hence considered non-derogatory matrices only. We extend the results with parametrizations of classes of general nonsingular matrices with right-hand sides allowing the early termination case and also give analogues for the early termination case of other results related to the theory developed in the papers mentioned above.