Article ID Journal Published Year Pages File Type
4645244 Applied Numerical Mathematics 2014 8 Pages PDF
Abstract

In this paper we give necessary and sufficient conditions for the complete or partial stagnation of the GMRES iterative method for solving real linear systems. Our results rely on a paper by Arioli, Pták and Strakoš (1998), characterizing the matrices having a prescribed convergence curve for the residual norms. We show that we have complete stagnation if and only if the matrix A is orthonormally similar to an upper or lower Hessenberg matrix having a particular first row or column or a particular last row or column. Partial stagnation is characterized by a particular pattern of the matrix Q in the QR factorization of the upper Hessenberg matrix generated by the Arnoldi process.

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Physical Sciences and Engineering Mathematics Computational Mathematics
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