2008
DOI: 10.1016/j.cam.2007.09.016
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New convergence results on the global GMRES method for diagonalizable matrices

Abstract: In the present paper, we give some new convergence results of the global GMRES method for multiple linear systems. In the case where the coefficient matrix A is diagonalizable, we derive new upper bounds for the Frobenius norm of the residual. We also consider the case of normal matrices and we propose new expressions for the norm of the residual.

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Cited by 21 publications
(4 citation statements)
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References 13 publications
(25 reference statements)
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“…We use the global version of GMRES for the solution of nonsymmetric saddle point problems with multiple right-hand sides (1.1). This version of GMRES has been introduced in [13] and studied in [4]. The method is based on the global version of the standard Arnoldi process; see for example [1].…”
mentioning
confidence: 99%
“…We use the global version of GMRES for the solution of nonsymmetric saddle point problems with multiple right-hand sides (1.1). This version of GMRES has been introduced in [13] and studied in [4]. The method is based on the global version of the standard Arnoldi process; see for example [1].…”
mentioning
confidence: 99%
“…In 1972, Frieden first made the maximum entropy method apply to image restoration, and proposed the maximum entropy algorithm that combined the object and noise restoration. Subsequently, Frieden and other scholars also proposed to use maximum entropy restoration problem transformed into the improvement of the deconvolution restoration [7], and get a maximum entropy fast algorithm that based on closed form solution. But Matthew and other scholars used first-order Taylor expansion instead of the original entropy expression, and also presents a maximum entropy fast algorithm.…”
Section: The Research Of Non-blind Image Restoration Methodsmentioning
confidence: 99%
“…GMRES 算法还可用于求解诸如最优控制、滤波估计、去耦、降阶等控制理论中的微分 Riccati 方程 [27] 。在 大特征值问题和边值问题中会出现多元线性系统, 线性控制、 滤波理论、 图像修复等方面包含了著名的 Lyapunov 矩阵方程、Sylvester 矩阵方程和 Stein 矩阵方程,这些方程同样是典型的多元线性系统问题,全局 GMRES 算法 正好为这些问题的解决提供了一个很好的工具,不同的数值实验更显示出该方法收敛行为方面的优势 [28,29] 。 GMRES 算法还用于求解 Toeplitz 方程、Helmholtz 方程和 Navier-Stokes 方程等,预处理 GMRES 并行算法也得 到了很好的应用 [30][31][32][33] 。在太阳物理的研究中,我国科学家颜毅华于 1995 年首次推导出太阳常 alpha 无力场的边 界积分表示, 并用边界元方法实现了数值求解 [34] ; Li 等人 2007 年对颜毅华的算法进行了改进, 他们引入 GMRES 算法来解决边界元方程组;由此,对 10,000 阶以上的矩阵,用 GMRES 算法使得计算效率提高了 1000~9000 倍 [35][20] 实型 Laplace 变换的线性方程组 光谱延迟修正技术 [21] 微分代数方程的初始值问题 控制、光辐射和流体力学 [23][24][25][26] 近海水域控制方程、光学辐射传输方程、计算流体力学 Euler 方程 控制理论 [27] 微分 Riccati 方程 大型奇异值问题 [28] 广义希尔维斯特矩阵方程 太阳物理研究 …”
Section: Gmres 算法的应用简况unclassified