Field-of-values analysis of preconditioned iterative methods for nonsymmetric elliptic problems

Summary. The convergence rate of Krylov subspace methods for the solution of nonsymmetric systems of linear equations, such as GMRES or FOM, is studied. Bounds on the convergence rate are presented which are based on the smallest real part of the field of values of the coefficient matrix and of its inverse. Estimates for these quantities are available during the iteration from the underlying Arnoldi process. It is shown how these bounds can be used to study the convergence properties, in particular, the dependence on the mesh-size and on the size of the skew-symmetric part, for preconditioners for finite element discretizations of nonsymmetric elliptic boundary value problems. This is illustrated for the hierarchical basis and multilevel preconditioners which constitute popular preconditioning strategies for such problems. Received May 3, 1996