GMRES Convergence for Perturbed Coefficient Matrices, with Application to Approximate Deflation Preconditioning
Josef Sifuentes, Mark Embree, Ronald B. Morgan · SIAM Journal on Matrix Analysis and Applications · 2013
How does GMRES convergence change when the coefficient matrix is perturbed? Using spectral perturbation theory and resolvent estimates, we develop simple, general bounds that quantify the lag in convergence such a perturbation can induce. This analysis is particularly relevant to preconditioned systems, where an ideal preconditioner is only approximately applied in practical computations. To illustrate the utility of this approach, we combine our analysis with Stewart's invariant subspace perturbation theory to develop rigorous bounds on the performance of approximate deflation preconditioning using Ritz vectors.