I've had problems with GMRES and eigen estimates in the past but I now have a 
smoking gun.  It seems that if you give GMRES an operator preconditioned with 
LU (ie, the preconditioned operator is the identity) GMRES gives me a highest 
eigen estimate of ~10 (way off).  With CG I get a prefect max=1.0, min=0.0.

Any thoughts?

Mark

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