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A Convergence Analysis of Gmres and Fom Methods for Sylvester Equations.

Authors :
Robbé, Mickaël
Sadkane, Miloud
Source :
Numerical Algorithms; May2002, Vol. 30 Issue 1, p71-89, 19p
Publication Year :
2002

Abstract

We discuss convergence properties of the GMRES and FOM methods for solving large Sylvester equations of the form AX− XB= C. In particular we show the importance of the separation between the fields of values of A and B on the convergence behavior of GMRES. We also discuss the stagnation phenomenon in GMRES and its consequence on FOM. We generalize the issue of breakdown in the block-Arnoldi algorithm and explain its consequence on FOM and GMRES methods. Several numerical tests illustrate the theoretical results. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10171398
Volume :
30
Issue :
1
Database :
Complementary Index
Journal :
Numerical Algorithms
Publication Type :
Academic Journal
Accession number :
49881001
Full Text :
https://doi.org/10.1023/A:1015615310584