X-Git-Url: https://bilbo.iut-bm.univ-fcomte.fr/and/gitweb/GMRES2stage.git/blobdiff_plain/59bde6ffdfbc419978262601f80b4a376f26d4d0..5b9bad14b26c5a92c18a688312debc08072dc241:/paper.tex diff --git a/paper.tex b/paper.tex index 6ae2692..6add44a 100644 --- a/paper.tex +++ b/paper.tex @@ -749,22 +749,23 @@ the convergence of GMRES($m$) for all $m$ under that assumption regarding $A$. We can now claim that, \begin{proposition} -If $A$ is a positive real matrix and GMRES($m$) is used as solver, then the TSIRM algorithm is convergent. Furthermore, we still have +If $A$ is a positive real matrix and GMRES($m$) is used as solver, then the TSIRM algorithm is convergent. Furthermore, +let $r_k$ be the +$k$-th residue of TSIRM, then +we still have: \begin{equation} -||r_m|| \leqslant \left(1-\dfrac{\alpha}{\beta}\right)^{\frac{m}{2}} ||r_0|| , +||r_k|| \leqslant \left(1-\dfrac{\alpha}{\beta}\right)^{\frac{km}{2}} ||r_0|| , \end{equation} where $\alpha$ and $\beta$ are defined as in Proposition~\ref{prop:saad}. \end{proposition} \begin{proof} -Let $r_k = b-Ax_k$, where $x_k$ is the approximation of the solution after the -$k$-th iterate of TSIRM. We will prove by a mathematical induction that, for each $k \in \mathbb{N}^\ast$, -$||r_m|| \leqslant \left(1-\dfrac{\alpha}{\beta}\right)^{\frac{m}{2}} ||r_0||.$ +$||r_k|| \leqslant \left(1-\dfrac{\alpha}{\beta}\right)^{\frac{mk}{2}} ||r_0||.$ The base case is obvious, as for $k=1$, the TSIRM algorithm simply consists in applying GMRES($m$) once, leading to a new residual $r_1$ which follows the inductive hypothesis due to Proposition~\ref{prop:saad}. -Suppose now that the claim holds for all $m=1, 2, \hdots, k-1$, that is, $\forall m \in \{1,2,\hdots, k-1\}$, $||r_m|| \leqslant \left(1-\dfrac{\alpha}{\beta}\right)^{\frac{m}{2}} ||r_0||$. +Suppose now that the claim holds for all $m=1, 2, \hdots, k-1$, that is, $\forall m \in \{1,2,\hdots, k-1\}$, $||r_m|| \leqslant \left(1-\dfrac{\alpha}{\beta}\right)^{\frac{km}{2}} ||r_0||$. We will show that the statement holds too for $r_k$. Two situations can occur: \begin{itemize} \item If $k \mod m \neq 0$, then the TSIRM algorithm consists in executing GMRES once. In that case, we obtain $||r_k|| \leqslant \left(1-\dfrac{\alpha}{\beta}\right)^{\frac{m}{2}} ||r_{k-1}||\leqslant \left(1-\dfrac{\alpha}{\beta}\right)^{\frac{m}{2}} ||r_0||$.