Stability of Linear GMRES Convergence with Respect to Compact Perturbations

Abstract

Suppose that a linear bounded operator $B$ on a Hilbert space exhibits at least linear GMRES convergence, i.e., there exists $M_B<1$ such that the GMRES residuals fulfill $\|r_k\|\leq M_B\|r_{k-1}\|$ for every initial residual $r_0$ and step $k\in\mathbb{N}$. We prove that GMRES with a compactly perturbed operator $A=B+C$ admits the bound $\|r_k\|/\|r_0\|\leq\prod_{j=1}^k\bigl(M_B+(1+M_B)\,\|A^{-1}\|\,\sigma_j(C)\bigr)$, i.e., the singular values $\sigma_j(C)$ control the departure from the bound for the unperturbed problem. This result can be seen as an extension of [I. Moret, A note on the superlinear convergence of GMRES, SIAM J. Numer. Anal., 34 (1997), pp. 513-516, https://doi.org/10.1137/S0036142993259792], where only the case $B=\lambda I$ is considered. In this special case $M_B=0$ and the resulting convergence is superlinear.