Computable convergence bounds for GMRES

被引：15
作者：
Liesen, J [1 ]
机构：
[1] Univ Bielefeld, Fak Math, D-33501 Bielefeld, Germany
来源：
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 2000年 / 21卷 / 03期
关键词：
linear systems; convergence analysis; GMRES method; Krylov subspace methods; iterative methods;
D O I：
10.1137/S0895479898341669
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The purpose of this paper is to derive new computable convergence bounds for GMRES. The new bounds depend on the initial guess and are thus conceptually different from standard "worst-case" bounds. Most importantly, approximations to the new bounds can be computed from information generated during the run of a certain GMRES implementation. The approximations allow predictions of how the algorithm will perform. Heuristics for such predictions are given. Numerical experiments illustrate the behavior of the new bounds as well as the use of the heuristics.
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收藏
页码：882 / 903
页数：22
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