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Analysis of convergence of a restarted GMRES method augmented with eigenvectors

J. Zítko
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J. Zítko: Charles University, Department of Numerical Mathematics, Faculty of Mathematics and Physics

A chapter in Numerical Mathematics and Advanced Applications, 2003, pp 989-996 from Springer

Abstract: Summary We consider the GMRES(m, k) method, i.e., the restarted GMRES(m) where to the standard Krylov subspace of dimension m an eigenspace of dimension k, which is usually associated with the eigenvalues closest to zero, is added. Behavior of residual bounds is described for various situations which can arise during the GMRES (m, k) process. The estimates suggest sufficient conditions for convergence of GMRES (m, k). A numerical experiment concludes the paper.

Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-88-470-2089-4_90

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DOI: 10.1007/978-88-470-2089-4_90

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