Any Nonincreasing Convergence Curve is Possible for GMRES
- 1 July 1996
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Matrix Analysis and Applications
- Vol. 17 (3) , 465-469
- https://doi.org/10.1137/s0895479894275030
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 $f ( k ) = \| r^k \|,\,k = 1, \cdots ,n - 1$, 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 - Ax^0 $. Moreover, the matrix A can be chosen to have any desired eigenvalues.
Keywords
This publication has 3 references indexed in Scilit:
- GMRES/CR and Arnoldi/Lanczos as Matrix Approximation ProblemsSIAM Journal on Scientific Computing, 1994
- Matrices that Generate the same Krylov Residual SpacesPublished by Springer Nature ,1994
- GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear SystemsSIAM Journal on Scientific and Statistical Computing, 1986