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GMRES CONVERGENCE FOR PERTURBED COEFFICIENT MATRICES, WITH APPLICATION TO APPROXIMATE DEFLATION PRECONDITIONING.

Authors :
SIFUENTES, JOSEF A.
EMBREE, MARK
MORGAN, RONALD B.
Source :
SIAM Journal on Matrix Analysis & Applications. 2013, Vol. 34 Issue 3, p1066-1088. 23p.
Publication Year :
2013

Abstract

How does GMRES convergence change when the coefficient matrix is perturbed? Using spectral perturbation theory and resolvent estimates, we develop simple, general bounds that quantify the lag in convergence such a perturbation can induce. This analysis is particularly relevant to preconditioned systems, where an ideal preconditioner is only approximately applied in practical computations. To illustrate the utility of this approach, we combine our analysis with Stewart's invariant subspace perturbation theory to develop rigorous bounds on the performance of approximate deflation preconditioning using Ritz vectors. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
08954798
Volume :
34
Issue :
3
Database :
Academic Search Index
Journal :
SIAM Journal on Matrix Analysis & Applications
Publication Type :
Academic Journal
Accession number :
108648647
Full Text :
https://doi.org/10.1137/120884328