On the Superlinear Convergence of Exact and Inexact Krylov Subspace Methods

نویسندگان

  • Valeria Simoncini
  • Daniel B. Szyld
  • VALERIA SIMONCINI
  • DANIEL B. SZYLD
چکیده

We present a general analytical model which describes the superlinear convergence of Krylov subspace methods. We take an invariant subspace approach, so that our results apply also to inexact methods, and to non-diagonalizable matrices. Thus, we provide a unified treatment of the superlinear convergence of GMRES, Conjugate Gradients, block versions of these, and inexact subspace methods. Numerical experiments illustrate the bounds obtained.

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تاریخ انتشار 2005