On the Forsythe conjecture

Abstract: Forsythe formulated a conjecture about the asymptotic behavior of the restarted conjugate gradient method in 1968. We translate several of his results into modern terms, and generalize the conjecture (originally formulated only for symmetric positive definite matrices) to symmetric and nonsymmetric matrices. Our generalization is based on a two-sided or cross iteration with the given matrix and its transpose, which is based on the projection process used in the Arnoldi (or for symmetric matrices the Lanczos) algorithm. We prove several new results about the limiting behavior of this iteration, but the conjecture still remains largely open.