We study the GMRES algorithm applied to linear systems of equations involving a scaled and shifted $N\times N$ matrix whose entries are independent complex Gaussians. When the right hand side of this linear system is independent of this random matrix, the $N\to\infty$ 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.
翻译:我们研究GMRES算法应用到直线等式系统中的线性系统,其中涉及规模和移动的$N/times N$矩阵,其条目是独立的复杂高斯。当这个线性系统的右手侧独立于这个随机矩阵时,可以精确地确定GMRES剩余错误的$N\to\infty$行为。要处理右手侧依赖随机矩阵的案件,我们研究基尼布雷矩阵的伪镜和数值范围,并证明Crouzix的推测是受限制的。</s>