Cornell University
Library
Cornell UniversityLibrary

eCommons

Help
Log In(current)
  1. Home
  2. Cornell Computing and Information Science
  3. Computer Science
  4. Computer Science Technical Reports
  5. GMRES vs. ideal GMRES

GMRES vs. ideal GMRES

File(s)
94-1472.ps (168.89 KB)
94-1472.pdf (235.79 KB)
Permanent Link(s)
https://hdl.handle.net/1813/6081
Collections
Computer Science Technical Reports
Author
Kim-Chuan, Toh
Abstract

\begin{abstract} \noindent The GMRES algorithm minimizes $\norm{p(A)b}$ over polynomials $p$ of degree $n$ normalized at $z=0$. The ideal GMRES problem is obtained if one considers minimization of $\norm{p(A)}$ instead. The ideal problem forms an upper bound for the worst-case true problem, where the GMRES norm $\norm{p_b(A)b}$ is maximized over $b$. In work not yet published, Faber, Joubert, Knill and Manteuffel have shown that this upper bound need not be attained, constructing a $4 \times 4$ example in which the ratio of the true to ideal GMRES norms is $0.9999$. Here, we present a simpler $4 \times 4$ example in which the ratio approaches zero when a certain parameter tends to zero. The same example also leads to the same conclusion for Arnoldi vs. ideal Arnoldi norms. \end{abstract}

Date Issued
1994-05
Publisher
Cornell University
Keywords
computer science
•
technical report
Previously Published as
http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR94-1472
Type
technical report

Site Statistics | Help

About eCommons | Policies | Terms of use | Contact Us

copyright © 2002-2026 Cornell University Library | Privacy | Web Accessibility Assistance