Any Nonincreasing Convergence Curve is Possible for GMRES

  • Authors:
  • Anne Greenbaum;Vlastimil Pták;Zdenuek Strakous

  • Affiliations:
  • -;-;-

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 1996

Quantified Score

Hi-index 0.01

Visualization

Abstract

Given a nonincreasing positive sequence $f(0) \geq f(1) \geq \cdots \geq f(n-1) 0$, it is shown that there exists an $n$ by $n$ matrix $A$ and a vector $r^0$ with $\| r^0 \| = f(0)$ such that $f(k) = \| r^k \|$, $k=1, \ldots , n-1$, where $r^k$ is the residual at step $k$ of the GMRES algorithm applied to the linear system $Ax=b$, with initial residual $r^0 = b - A x^0$. Moreover, the matrix $A$ can be chosen to have any desired eigenvalues.