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Tagged with gmres eigenvalues
3 questions
3
votes
0
answers
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Preconditioned GMRES for nearly diagonalizable systems
I have been working with a matrix $A$ and preconditioner $P\approx A^{-1}$ that I've then applied GMRES to the (left) preconditioned linear system
\begin{equation}
P^{-1}Ax=P^{-1}b
\end{equation}
$P^{-...
- 189
3
votes
0
answers
235
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How to obtain smallest eigenvalues with Arnoldi iteration
I understand that the Arnoldi iteration produces a basis which tends to include in its span the eigenvectors corresponding to eigenvalues of large magnitude (hence the analogy between the last vector ...
- 91
3
votes
4
answers
915
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How does gmres method iteration behave for this non-diagonalizable matrix?
Recently, I have been studied my lessons about gmres iteration, probably the most popular iteration method for general large sparse linear system of equations Ax=b. And the convergence is obtained ...
- 981