Error norm estimates for the block conjugate gradient algorithms

DOI10.1137/25M1735408MaRDI QIDQ6917927zbMATH OpenFDO

Authors G. Meurant, Petr Tichý

Publication date 10 October 2025

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/25M1735408

zbMATH Keywords

block conjugate gradientserror boundsGauss-Radau quadrature

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical quadrature and cubature formulas (65D32) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Computational methods for sparse matrices (65F50) Numerical optimization and variational techniques (65K10)

Review text

In this paper, the authors extend error norm estimation in the conjugate gradient (CG) algorithm to the block setting. Building on their book [\textit{G. Meurant} and [\textit{P. Tichý} Error norm estimation in the conjugate gradient algorithm. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (2024; Zbl 07851831)], where error norms for solving \(Ax = b\) with symmetric positive definite \(A\) were analyzed, they generalize the most important formulas for estimating the \(A\)-norm of the error to the block case. The block CG algorithm considered is that of [\textit{D. P. O'Leary} Linear Algebra Appl. 29, 293--322 (1980; Zbl 0426.65011)]. They derive BCG algorithms from the block Lanczos procedure, develop block Gauss and block Gauss-Radau quadrature rules, and provide lower and upper bounds on the \(A\)-norm of the error for each system in terms of both BCG iterates and the underlying block Lanczos algorithm. Numerical experiments illustrate the accuracy and practical behavior of these bounds.

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Cited in

(3)

• Block conjugate gradient methods with error norm estimates for least squares problems
• Block CG algorithms revisited
• Preconditioning without a preconditioner using randomized block Krylov subspace methods

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