GMRES, pseudospectra, and Crouzeix’s conjecture for shifted and scaled Ginibre matrices

Abstract

We study the GMRES algorithm applied to linear systems of equations involving a scaled and shifted N × N N\times N matrix whose entries are independent complex Gaussians. When the right-hand side of this linear system is independent of this random matrix, the N → ∞ N\to \infty behavior of the GMRES residual error can be determined exactly. To handle cases where the right hand side depends on the random matrix, we study the pseudospectra and numerical range of Ginibre matrices and prove a restricted version of Crouzeix’s conjecture.