A Convergence Analysis of Gmres and Fom Methods for Sylvester Equations
We discuss convergence properties of the GMRES and FOM methods for solving large Sylvester equations of the form AX−XB=C. In particular we show the importance of the separation between the fields of values of A and B on the convergence behavior of GMRES. We also discuss the stagnation phenomenon in GMRES and its consequence on FOM. We generalize the issue of breakdown in the block-Arnoldi algorithm and explain its consequence on FOM and GMRES methods. Several numerical tests illustrate the theoretical results.
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