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A Note on Inexact Inner Products in GMRES
We show to what extent the accuracy of the inner products computed in the GMRES iterative solver can be reduced as the iterations proceed without affecting the convergence rate or final accuracy achieved by the iterates. We bound the loss of orthogonality in GMRES with inexact inner products. We use this result to bound the ratio of the residual norm in inexact GMRES to the residual norm in exact GMRES and give a condition under which this ratio remains close to 1. We illustrate our results with examples in variable floating-point arithmetic.
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