" Solving large sparse $Ax=b$: stopping criteria, and GMRES behaviour "
Abstract:
This talk will be accessible to anyone interested
in solving large sparse systems of linear equations.
We give a gentle introduction to such strange sounding
(but in fact logical and quite simple) concepts as the
``normwise relative backward error'' (NRBE) of an approximate
solution $y$ to the linear system of equations $Ax=b$.
We describe the use of the NRBE in determining when to stop
an iterative process for solving $Ax=b$ where $A$ is
a large sparse matrix. An efficient implementation of the
generalized minimum residual (GMRES) method for solving
$Ax=b$ uses modified Gram-Schmidt orthogonalization
(MGS-GMRES). We indicate why this behaves so well
despite loss of orthogonality, and use it to illustrate
the effectiveness of the NRBE in designing stopping criteria.