English

Stability of linear GMRES convergence with respect to compact perturbations

Numerical Analysis 2022-07-01 v3 Numerical Analysis

Abstract

Suppose that a linear bounded operator BB on a Hilbert space exhibits at least linear GMRES convergence, i.e., there exists MB<1M_B<1 such that the GMRES residuals fulfill rkMBrk1\|r_k\|\leq M_B\|r_{k-1}\| for every initial residual r0r_0 and step kNk\in\mathbb{N}. We prove that GMRES with a compactly perturbed operator A=B+CA=B+C admits the bound rk/r0j=1k(MB+(1+MB)A1σj(C))\|r_k\|/\|r_0\|\leq\prod_{j=1}^k\bigl(M_B+(1+M_B)\,\|A^{-1}\|\,\sigma_j(C)\bigr), i.e., the singular values σj(C)\sigma_j(C) control the departure from the bound for the unperturbed problem. This result can be seen as an extension of [I. Moret, A note on the superlinear convergence of GMRES, SIAM J. Numer. Anal., 34 (1997), pp. 513-516, https://doi.org/10.1137/S0036142993259792], where only the case B=λIB=\lambda I is considered. In this special case MB=0M_B=0 and the resulting convergence is superlinear.

Keywords

Cite

@article{arxiv.2005.12960,
  title  = {Stability of linear GMRES convergence with respect to compact perturbations},
  author = {Jan Blechta},
  journal= {arXiv preprint arXiv:2005.12960},
  year   = {2022}
}

Comments

11 pages; this revision adds merely funding information