X-Git-Url: https://bilbo.iut-bm.univ-fcomte.fr/and/gitweb/GMRES2stage.git/blobdiff_plain/7de6cc5b2d794c02ef46116780ac061eff79ab7a..317020501fc8da3f9e443457700821b26f66da55:/paper.tex diff --git a/paper.tex b/paper.tex index 063cbf9..436909a 100644 --- a/paper.tex +++ b/paper.tex @@ -380,7 +380,7 @@ % use a multiple column layout for up to two different % affiliations -\author{\IEEEauthorblockN{Rapha\"el Couturier\IEEEauthorrefmark{1}, Lilia Ziane Khodja \IEEEauthorrefmark{2}, and Christophe Guyeux\IEEEauthorrefmark{1}} +\author{\IEEEauthorblockN{Rapha\"el Couturier\IEEEauthorrefmark{1}, Lilia Ziane Khodja\IEEEauthorrefmark{2}, and Christophe Guyeux\IEEEauthorrefmark{1}} \IEEEauthorblockA{\IEEEauthorrefmark{1} Femto-ST Institute, University of Franche Comte, France\\ Email: \{raphael.couturier,christophe.guyeux\}@univ-fcomte.fr} \IEEEauthorblockA{\IEEEauthorrefmark{2} INRIA Bordeaux Sud-Ouest, France\\ @@ -737,6 +737,7 @@ these operations are easy to implement in PETSc or similar environment. \label{sec:04} Let us recall the following result, see~\cite{Saad86}. \begin{proposition} +\label{prop:saad} Suppose that $A$ is a positive real matrix with symmetric part $M$. Then the residual norm provided at the $m$-th step of GMRES satisfies: \begin{equation} ||r_m|| \leqslant \left(1-\dfrac{\alpha}{\beta}\right)^{\frac{m}{2}} ||r_0|| , @@ -748,7 +749,11 @@ 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. +If $A$ is a positive real matrix and GMRES($m$) is used as solver, then the TSIRM algorithm is convergent. Furthermore, we still have +\begin{equation} +||r_m|| \leqslant \left(1-\dfrac{\alpha}{\beta}\right)^{\frac{m}{2}} ||r_0|| , +\end{equation} +where $\alpha$ and $\beta$ are defined as in Proposition~\ref{prop:saad}. \end{proposition} \begin{proof} @@ -757,15 +762,21 @@ $k$-th iterate of TSIRM. We will prove that $r_k \rightarrow 0$ when $k \rightarrow +\infty$. Each step of the TSIRM algorithm \\ + +Let $\operatorname{span}(S) = \left \{ {\sum_{i=1}^k \lambda_i v_i \Big| k \in \mathbb{N}, v_i \in S, \lambda _i \in \mathbb{R}} \right \}$ be the linear span of a set of vectors $S$. So,\\ $\min_{\alpha \in \mathbb{R}^s} ||b-R\alpha ||_2 = \min_{\alpha \in \mathbb{R}^s} ||b-AS\alpha ||_2$ $\begin{array}{ll} -& = \min_{x \in Vect\left(x_0, x_1, \hdots, x_{k-1} \right)} ||b-AS\alpha ||_2\\ -& \leqslant \min_{x \in Vect\left( S_{k-1} \right)} ||b-Ax ||_2\\ -& \leqslant ||b-Ax_{k-1}|| +& = \min_{x \in span\left(S_{k-s}, S_{k-s+1}, \hdots, S_{k-1} \right)} ||b-AS\alpha ||_2\\ +& = \min_{x \in span\left(x_{k-s}, x_{k-s}+1, \hdots, x_{k-1} \right)} ||b-AS\alpha ||_2\\ +& \leqslant \min_{x \in span\left( x_{k-1} \right)} ||b-Ax ||_2\\ +& \leqslant \min_{\lambda \in \mathbb{R}} ||b-\lambda Ax_{k-1} ||_2\\ +& \leqslant ||b-Ax_{k-1}||_2 . \end{array}$ \end{proof} +We can remark that, at each iterate, the residue of the TSIRM algorithm is lower +than the one of the GMRES method. %%%********************************************************* %%%********************************************************* @@ -1068,4 +1079,3 @@ Curie and Juqueen respectively based in France and Germany. % that's all folks \end{document} -