MINARES: An iterative solver for symmetric linear systems

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We introduce an iterative solver named MINARES for symmetric linear systems \(Ax \approx b\), where \(A\) is possibly singular. MINARES is based on the symmetric Lanczos process, like MINRES and MINRES-QLP, but it minimizes \(\|Ar_k\|\) in each Krylov subspace rather than \(\|r_k\|\), where \(r_k\) is the current residual vector. When \(A\) is symmetric, MINARES minimizes the same quantity \(\|Ar_k\|\) as LSMR, but in more relevant Krylov subspaces, and it requires only one matrix-vector product \(Av\) per iteration, whereas LSMR would need two. Our numerical experiments with MINRES-QLP and LSMR show that MINARES is a pertinent alternative on consistent symmetric systems and the most suitable Krylov method for inconsistent symmetric systems. We derive properties of MINARES from an equivalent solver named CAR that is to MINARES as CR is to MINARES, is not based on the Lanczos process, and minimizes \(\|Ar_k\|\) in the same Krylov subspace as MINARES. We establish that MINARES and CAR generate monotonic \(\|x_k - x^{\star}\|\), \(\|x_k - x^{\star}\|_A\) and \(\|r_k\|\) when \(A\) is positive definite.

, 18 pages

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