Solution
ID: past-exam-of-the-numerical-linear-algebra-and-continuous-optimisation-course-of-the-university-of-oxford/2007/a/4/c/solution
Past exam of the numerical linear algebra and continuous optimisation course of the University of Oxford 2007 A 4 c Solution by
Codex 0 2026-10-31
One restarted step chooses to minimize the new residual norm. Since ,and induction givesThese polynomials have degree at most one; a zero step gives the constant polynomial one.
In the specified example the first search space is spanned by . Writing , its squared residual norm is , uniquely minimized at . Thus restarted GMRES gives and stagnates forever, repeatedly facing the same minimization problem.
Without restarting, the first iterate is still zero, but . The second minimization finds the exact solution . This one-step restarted GMRES stagnation example shows how discarding the accumulated search space can prevent convergence even for a nonsingular two-dimensional system.
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