On the Forsythe conjecture

Abstract

Forsythe formulated a conjecture about the asymptotic behavior of the restarted conjugate gradient method in 1968. We translate several of his results into modern terms, and pose an analogous version of the conjecture (originally formulated only for symmetric positive definite matrices) for symmetric and nonsymmetric matrices. Our version of the conjecture uses a two-sided or cross iteration with the given matrix and its transpose, which is based on the projection process used in the Arnoldi (or for symmetric matrices the Lanczos) algorithm. We prove several new results about the limiting behavior of this iteration, but the conjecture still remains largely open. We hope that our paper motivates further research that eventually leads to a proof of the conjecture.