We consider the solution of large and sparse linear systems of equations by GMRES. Due to the appearance of unfavorable eigenvalues in the spectrum of the coefficient matrix, the convergence of GMRES may hamper. To overcome this, a deflated variant of GMRES can be used, which treats those unfavorable eigenvalues effectively. In the literature, several deflated GMRES variants are applied success...

In the present paper, we give some new convergence results of the global GMRES method for multiple linear systems. In the case where the coefficient matrix A is diagonalizable, we derive new upper bounds for the Frobenius norm of the residual. We also consider the case of normal matrices and we propose new expressions for the norm of the residual. AMS subject classification: 65F10.

GMRES is a popular iterative method for the solution of large linear systems of equations with a square nonsingular matrix. When the matrix is singular, GMRES may break down before an acceptable approximate solution has been determined. This paper discusses properties of GMRES solutions at breakdown and presents a modification of GMRES to overcome the breakdown.

Consider a system of linear algebraic equations with a nonsingular n by n matrix A. When solving this system with GMRES, the relative residual norm at the step k is bounded from above by the so called ideal GMRES approximation. This bound is sharp (it is attainable by the relative GMRES residual norm) in case of a normal matrix A, but it need not characterize the worstcase GMRES behavior if A i...

The GMRES method is one of the most popular iterative schemes for the solution of large linear systems of equations with a square nonsingular matrix. GMRES-type methods also have been applied to the solution of linear discrete ill-posed problems. Computational experience indicates that for the latter problems variants of the standard GMRES method, that require the solution to live in the range ...

The Generalized Minimal Residual method (GMRES) seeks optimal approximate solutions of linear system Ax = b from Krylov subspaces by minimizing the residual norm ‖Ax − b‖2 over all x in the subspaces. Its main cost is computing and storing basis vectors of the subspaces. For difficult systems, Krylov subspaces of very high dimensions are necessary for obtaining approximate solutions with desire...

GMRES is an iterative method that provides better solutions when dealing with larg linear systems of equations with unsymmetric coefficient matrix. By shifting the Arnoldi process to begin with Ar0 instead of r0, simpler GMRES implementation, proposed by Walker and Zhou in 1994, is obtained that in this method, an upper triangular problem is solved instead of hessenberg least square problem. Th...

When solving large nonsymmetric systems of linear equations with the restarted GMRES algorithm, one is inclined to select a relatively large restart parameter in the hope of mimicking the full GMRES process. Surprisingly, cases exist where small values of the restart parameter yield convergence in fewer iterations than larger values. Here, two simple examples are presented where GMRES(1) conver...