Convergence Analysis for Nonlinear GMRES

Fuente: arXiv
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Main Author: He, Yunhui
Format: Preprint
Published: 2025
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author He, Yunhui
author_facet He, Yunhui
contents In this work, we revisit nonlinear generalized minimal residual method (NGMRES) applied to nonlinear problems. NGMRES is used to accelerate the convergence of fixed-point iterations, which can substantially improve the performance of the underlying fixed-point iterations. We consider NGMRES with a finite window size $m$, denoted as NGMRES($m$). However, there is no convergence analysis for NGMRES($m$) applied to nonlinear systems. We prove that for general $m>0$, the residuals of NGMRES($m$) converge r-linearly under some conditions. For $m=0$, we prove that the residuals of NGMRES(0) converge q-linearly.
format Preprint
id arxiv_https___arxiv_org_abs_2501_09634
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Convergence Analysis for Nonlinear GMRES
He, Yunhui
Numerical Analysis
65H10
In this work, we revisit nonlinear generalized minimal residual method (NGMRES) applied to nonlinear problems. NGMRES is used to accelerate the convergence of fixed-point iterations, which can substantially improve the performance of the underlying fixed-point iterations. We consider NGMRES with a finite window size $m$, denoted as NGMRES($m$). However, there is no convergence analysis for NGMRES($m$) applied to nonlinear systems. We prove that for general $m>0$, the residuals of NGMRES($m$) converge r-linearly under some conditions. For $m=0$, we prove that the residuals of NGMRES(0) converge q-linearly.
title Convergence Analysis for Nonlinear GMRES
topic Numerical Analysis
65H10
url https://arxiv.org/abs/2501.09634