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The analysis of restart DGMRES for solving singular linear systems. (English) Zbl 1094.65024
Summary: A surprising phenomenon concerning the Drazin generalized minimal residual (DGMRES) method with restart [cf. A. Sidi, Linear Algebra Appl. 335, 189–204 (2001; Zbl 0982.65043)] is presented, that small values of the restart parameter may converge faster than larger values. We take three examples where DGMRES(2) converge, while DGMRES(3) stagnates to interpret the phenomenon. Two of these examples reveals that DGMRES convergence can be extremely sensitive to small changes in the initial residual.

MSC:
65F10 Iterative numerical methods for linear systems
Software:
DGMRES
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References:
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