Comments on the GMRES convergence for preconditioned systems

Abstract

The purpose of this paper is to comment a frequent observation by the engineers studying acoustic scattering. It is related to the convergence of the GMRES method when solving systems Ax = b with A = I - B. The paper includes a theorem which expresses the convergence rate when some eigenvalues of B have modulus larger than one; that rate depends on the rate measured when solving the system obtained by spectral projection onto the invariant subspace corresponding to the other eigenvalues. The conclusion of the theorem is illustrated on the Helmholtz equation. © 2008 Springer.