The convergence problem of some Krylov subspace methods, e.g. FOM, GMRES, GCR and many others, for solving large non Hermitian linear systems is considered when the coefficient matrix A is defective and its spectrum lies in the open right(left)half plane. Related theoretical error bounds are established and some intrinsic relationships between the convergence speed and the spectrum of A are revealed. The results show that these methods are likely to converge slowly whenever one of three cases occurs: A is defective,the distribution of its spectrum is not favorable, or the Jordan basis of A is ill conditioned. In the proof, some important results and properties on the Chebyshev polynomials and their higher derivatives in an ellipse in the complex plane are derived, one of which corrects awrong result given by Manteuffel T. in 1975 that has been used extensively in the literature.
Zhong Xiao JIA.
A Convergence Analysis of Some Krylov Subspace Methods for Large Non Hermitian Linear Systems. Acta Mathematica Sinica, Chinese Series, 1998, 41(5) https://doi.org/10.12386/A1998sxxb0160