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GMRES convergence bounds that depend on the right-hand-side vector

GMRES convergence bounds that depend on the right-hand-side vector

We consider the convergence of the algorithm GMRES of Saad and Schultz for solving linear equations Bx=b, where B ∈ ℂn × n is nonsingular and diagonalizable, and b ∈ ℂn. Our analysis explicitly includes the initial residual vector r0. We show that the GMRES residual norm satisfies a weighted …