Abstract

. We consider the behavior of the gmres method for solving a linear system Ax = b when A is singular or nearly so, i.e., ill-conditioned. The (near) singularity of A may or may not affect the performance of gmres, depending on the nature of the system and the initial approximate solution. For singular A, we give conditions under which the gmres iterates converge safely to a least-squares solution or to the pseudo-inverse solution. These results also apply to any residual minimizing Krylov subspace method that is mathematically equivalent to gmres. A practical procedure is outlined for efficiently and reliably detecting singularity or ill-conditioning when it becomes a threat to the performance of gmres. Key words. gmres method, residual minimizing methods, Krylov subspace methods, iterative linear algebra methods, singular or ill-conditioned linear systems AMS(MOS) subject classifications. 65F10 1. Introduction. The generalized minimal residual (gmres) method of Saad and Schultz [1...

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