English

GMRES on singular systems revisited

Numerical Analysis 2021-12-28 v2 Numerical Analysis

Abstract

In [Hayami K, Sugihara M. Numer Linear Algebra Appl. 2011; 18:449--469], the authors analyzed the convergence behaviour of the Generalized Minimal Residual (GMRES) method for the least squares problem minxRnbAx22 \min_{ {\bf x} \in {\bf R}^n} {\| {\bf b} - A {\bf x} \|_2}^2, where ARn×n A \in {\bf R}^{n \times n} may be singular and bRn {\bf b} \in {\bf R}^n, by decomposing the algorithm into the range R(A) {\cal R}(A) and its orthogonal complement R(A) {\cal R}(A)^\perp components. However, we found that the proof of the fact that GMRES gives a least squares solution if R(A)=R(AT) {\cal R}(A) = {\cal R}(A^{\scriptsize T} ) was not complete. In this paper, we will give a complete proof.

Keywords

Cite

@article{arxiv.2009.00371,
  title  = {GMRES on singular systems revisited},
  author = {Ken Hayami and Kota Sugihara},
  journal= {arXiv preprint arXiv:2009.00371},
  year   = {2021}
}

Comments

13 pages (A sentence added in p.10, line 13

R2 v1 2026-06-23T18:14:09.835Z