On the residual norms, the Ritz values and the harmonic Ritz values that can be generated by restarted GMRES

0537319 - ÚI 2021 RIV NL eng J - Journal Article
Duintjer Tebbens, Jurjen - Meurant, G.
On the residual norms, the Ritz values and the harmonic Ritz values that can be generated by restarted GMRES.
Numerical Algorithms. Roč. 84, č. 4 (2020), s. 1329-1352. ISSN 1017-1398. E-ISSN 1572-9265
Institutional support: RVO:67985807
Keywords : Restarted GMRES * (harmonic) Ritz values * GMRES stagnation * Prescribed convergence
OECD category: Applied mathematics
Impact factor: 3.041, year: 2020
Method of publishing: Limited access
http://dx.doi.org/10.1007/s11075-019-00846-z

The paper gives a characterization of all linear systems such that when restarted GMRES is applied, prescribed admissible residual norms and (harmonic) Ritz values for all iterations inside the individual cycles are generated. Additionally, the system matrices can have any nonzero eigenvalues. The total number of GMRES iterations inside all cycles considered is assumed to be smaller than the system size. It is shown that stagnation at the end of a restart cycle must be mirrored at the beginning of the next cycle and that this is the only restriction for prescribed residual norms of restarted GMRES. The relation between prescribed residual norms of restarted GMRES and those of the corresponding full GMRES process is studied and linear systems are given where full and restarted GMRES give the same convergence history.
Permanent Link: http://hdl.handle.net/11104/0315045