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 on a Hilbert space exhibits at least linear GMRES convergence, i.e., there exists such that the GMRES residuals fulfill for every initial residual and step . We prove that GMRES with a compactly perturbed operator admits the bound , i.e., the singular values 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 is considered. In this special case 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