On GMRES for singular EP and GP systems

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985840%3A_____%2F18%3A00490058" target="_blank" >RIV/67985840:_____/18:00490058 - isvavai.cz</a>

Výsledek na webu

<a href="http://dx.doi.org/10.1137/17M1128216" target="_blank" >http://dx.doi.org/10.1137/17M1128216</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1137/17M1128216" target="_blank" >10.1137/17M1128216</a>

Jazyk výsledku

angličtina

Název v původním jazyce

On GMRES for singular EP and GP systems

Popis výsledku v původním jazyce

In this contribution, we study the numerical behavior of the generalized minimal residual (GMRES) method for solving singular linear systems. It is known that GMRES determines a least squares solution without breakdown if the coefficient matrix is range-symmetric (EP) or if its range and nullspace are disjoint (GP) and the system is consistent. We show that the accuracy of GMRES iterates may deteriorate in practice due to three distinct factors: (i) the inconsistency of the linear system, (ii) the distance of the initial residual to the nullspace of the coefficient matrix, and (iii) the extremal principal angles between the ranges of the coefficient matrix and its transpose. These factors lead to poor conditioning of the extended Hessenberg matrix in the Arnoldi decomposition and affect the accuracy of the computed least squares solution. We also compare GMRES with the range restricted GMRES method. Numerical experiments show typical behaviors of GMRES for small problems with EP and GP matrices.

Název v anglickém jazyce

On GMRES for singular EP and GP systems

Popis výsledku anglicky

In this contribution, we study the numerical behavior of the generalized minimal residual (GMRES) method for solving singular linear systems. It is known that GMRES determines a least squares solution without breakdown if the coefficient matrix is range-symmetric (EP) or if its range and nullspace are disjoint (GP) and the system is consistent. We show that the accuracy of GMRES iterates may deteriorate in practice due to three distinct factors: (i) the inconsistency of the linear system, (ii) the distance of the initial residual to the nullspace of the coefficient matrix, and (iii) the extremal principal angles between the ranges of the coefficient matrix and its transpose. These factors lead to poor conditioning of the extended Hessenberg matrix in the Arnoldi decomposition and affect the accuracy of the computed least squares solution. We also compare GMRES with the range restricted GMRES method. Numerical experiments show typical behaviors of GMRES for small problems with EP and GP matrices.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

10101 - Pure mathematics

Projekt

—

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2018

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

SIAM Journal on Matrix Analysis and Applications

ISSN

0895-4798

e-ISSN

—

Svazek periodika

39

Číslo periodika v rámci svazku

2

Stát vydavatele periodika

US - Spojené státy americké

Počet stran výsledku

16

Strana od-do

1033-1048

Kód UT WoS článku

000436971900020

EID výsledku v databázi Scopus

2-s2.0-85049744175