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The rate of convergence of GMRES on a tridiagonal Toeplitz linear system

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Abstract

The Generalized Minimal Residual method (GMRES) is often used to solve a nonsymmetric linear system Ax = b. But its convergence analysis is a rather difficult task in general. A commonly used approach is to diagonalize A = XΛ X −1 and then separate the study of GMRES convergence behavior into optimizing the condition number of X and a polynomial minimization problem over A’s spectrum. This artificial separation could greatly overestimate GMRES residuals and likely yields error bounds that are too far from the actual ones. On the other hand, considering the effects of both A’s spectrum and the conditioning of X at the same time poses a difficult challenge, perhaps impossible to deal with in general but only possible for certain particular linear systems. This paper will do so for a (nonsymmetric) tridiagonal Toeplitz system. Sharp error bounds on and sometimes exact expressions for residuals are obtained. These expressions and/or bounds are in terms of the three parameters that define A and Chebyshev polynomials of the first kind.

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Authors and Affiliations

  1. Department of Mathematics, University of Texas at Arlington, P.O. Box 19408, Arlington, TX, 76019, USA

    Ren-Cang Li

  2. Department of Mathematics, University of Kentucky, Lexington, KY, 40506, USA

    Wei Zhang

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  1. Ren-Cang Li
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  2. Wei Zhang
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Correspondence to Ren-Cang Li.

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Li, RC., Zhang, W. The rate of convergence of GMRES on a tridiagonal Toeplitz linear system. Numer. Math. 112, 267–293 (2009). https://doi.org/10.1007/s00211-008-0206-2

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  • DOI: https://doi.org/10.1007/s00211-008-0206-2

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