The worst-case root-convergence factor of GMRES(1)

Abstract

In this work, we analyze the asymptotic convergence factor of minimal residual iteration (MRI) (or GMRES(1)) for solving linear systems $Ax=b$ based on vector-dependent nonlinear eigenvalue problems. The worst-case root-convergence factor is derived for linear systems with $A$ being symmetric or $I-A$ being skew-symmetric. When $A$ is symmetric, the asymptotic convergence factor highly depends on the initial guess. While $M=I-A$ is skew-symmetric, GMRES(1) converges unconditionally and the worst-case root-convergence factor relies solely on the spectral radius of $M$. We also derive the q-linear convergence factor, which is the same as the worst-case root-convergence factor. Numerical experiments are presented to validate our theoretical results.

arXiv comment21 pages, 4 figures