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Analysis of krylov subspace methods

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Old   November 17, 2019, 04:07
Default Analysis of krylov subspace methods
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Mehdi Babamehdi
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i am looking up on internet to find a resource in which Fourier analysis of krylov subspce method (CG, GMRES method) were studied. Can anyone introduce a reference in which the topic was explained.
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Old   November 18, 2019, 03:23
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Sen Wang
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Those are general discussed in computational methods for linear algebra, particularly in iterative methods. What I think was pretty helpful for me to grab a decent understanding in those concepts is a book "A First Course in Numerical Methods" by Ascher & Greif, in Chapter 7. It was pretty fundamental and basic, and it didn't really touch on more advanced methods such as bi-conjugate and multigrid is very briefly touched. But overall I think it is a pretty good introductory text on those you've mentioned.
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Old   November 21, 2019, 01:40
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Mehdi Babamehdi
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@wangsen992 Thanks for your recommendation. I found a paper in which convergence of GMRES was studied and it has also some reference to other papers which did the same for other methods in Krylov subspace.

The paper can be found here:
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Old   November 21, 2019, 02:51
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@mb.pejvak Thanks for the reference to the Krylov Subspace Methods. I will definitely check them out! Cheers!
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Old   November 21, 2019, 03:38
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Book of Y Saad is great, you can get a pdf here

https://www-users.cs.umn.edu/~saad/I...Book_2ndEd.pdf

and will contain what you are looking for.
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analysis, conjugate gradient, fourier, gmres, krylov


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