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Convergence analysis for nonlinear GMRES
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DOI：10.1093/imanum/draf143.png)
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Abstract
En 中文
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.
Keywords:
nonlinear GMRES
convergence analysis
local convergence
nonlinear problems
Journal
I
IF:
2.4
Papers:
93
Citations:
0