From: Christophe Guyeux <guyeux@gmail.com>
Date: Fri, 10 Oct 2014 13:33:02 +0000 (+0200)
Subject: Correction d'une erreur dans la preuve
X-Git-Url: https://bilbo.iut-bm.univ-fcomte.fr/and/gitweb/GMRES2stage.git/commitdiff_plain/5b9bad14b26c5a92c18a688312debc08072dc241?hp=59bde6ffdfbc419978262601f80b4a376f26d4d0

Correction d'une erreur dans la preuve
---

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 $||r_k|| \leqslant \left(1-\dfrac{\alpha}{\beta}\right)^{\frac{m}{2}} ||r_{k-1}||\leqslant \left(1-\dfrac{\alpha}{\beta}\right)^{\frac{m}{2}} ||r_0||$.