Predicting the Behavior of Finite Precision Lanczos and Conjugate Gradient Computations

DOI10.1137/0613011zbMATH Open0755.65037OpenAlexW2045370380MaRDI QIDQ3988979FDOQ3988979

Authors: Zdeněk Strakoš, Anne Greenbaum 

Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.1137/0613011

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zbMATH Keywords

performanceconvergenceeigenvaluesnumerical experimentsconjugate gradient methodLanczos algorithmround-off errorsfinite precision

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Iterative numerical methods for linear systems (65F10)

Cited In (54)

• Conjugate Gradients
• Lanczos Algorithm
• Backward error analysis of the Lanczos bidiagonalization with reorthogonalization
• Preconditioning techniques for large linear systems: A survey
• The behavior of the Gauss-Radau upper bound of the error norm in CG
• The Lanczos and conjugate gradient algorithms in finite precision arithmetic
• Analysis of the finite precision bi-conjugate gradient algorithm for nonsymmetric linear systems
• On the computation of a very large number of eigenvalues for selfadjoint elliptic operators by means of multigrid methods
• Composite convergence bounds based on Chebyshev polynomials and finite precision conjugate gradient computations
• Error bounds and estimates for Krylov subspace approximations of Stieltjes matrix functions
• The appeals of quadratic majorization-minimization
• Milestones in the development of iterative solution methods
• Predict-and-Recompute Conjugate Gradient Variants
• Error Bounds for Lanczos-Based Matrix Function Approximation
• A transpose-free quasi-minimal residual variant of the CORS method for solving non-Hermitian linear systems
• Accurate error estimation in CG
• Inexact half-quadratic optimization for linear inverse problems
• Universal halting times in optimization and machine learning
• Analyzing the effect of local rounding error propagation on the maximal attainable accuracy of the pipelined conjugate gradient method
• Error estimation in preconditioned conjugate gradients
• Behavior of slightly perturbed Lanczos and conjugate-gradient recurrences
• Iterative solution of linear systems in the 20th century
• Analysis of approximate inverses in tomography. II: Iterative inverses
• A comparison of preconditioning methods for saddle point problems with an application to porous media flow problems
• Accuracy of the Lanczos process for the eigenproblem and solution of equations
• Monotone convergence of the extended Krylov subspace method for Laplace-Stieltjes functions of Hermitian positive definite matrices
• An augmented analysis of the perturbed two-sided Lanczos tridiagonalization process
• Sharpness in rates of convergence for the symmetric Lanczos method
• Improved seed methods for symmetric positive definite linear equations with multiple right-hand sides.
• On the Condition Number of the Shifted Real Ginibre Ensemble
• On the Convergence Rate of Variants of the Conjugate Gradient Algorithm in Finite Precision Arithmetic
• The numerical stability analysis of pipelined conjugate gradient methods: historical context and methodology
• Estimates in quadratic formulas
• Stability of the Lanczos algorithm on matrices with regular spectral distributions
• The Lanczos and Conjugate Gradient Algorithms
• Low-Memory Krylov Subspace Methods for Optimal Rational Matrix Function Approximation
• Abstract perturbed Krylov methods
• When does the Lanczos algorithm compute exactly?
• Distribution of the discretization and algebraic error in numerical solution of partial differential equations
• On the robustness of numerical algorithms for linear systems and signal processing in finite precision arithmetic
• The stabilization of weights in the Lanczos and conjugate gradient method
• Iteration number for the conjugate gradient method
• Accuracy of the $s$-Step Lanczos Method for the Symmetric Eigenproblem in Finite Precision
• On the convergence rate of the conjugate gradients in presence of rounding errors
• The effect of non-optimal bases on the convergence of Krylov subspace methods
• The Lanczos and conjugate gradient algorithms in finite precision arithmetic
• Towards understanding CG and GMRES through examples
• Smoothed analysis for the conjugate gradient algorithm
• On the cost of iterative computations
• Superlinear convergence of the rational Arnoldi method for the approximation of matrix functions
• Laplacian preconditioning of elliptic PDEs: localization of the eigenvalues of the discretized operator
• A Lanczos method for approximating composite functions
• Error Analysis of the Lanczos Algorithm for the Nonsymmetric Eigenvalue Problem
• A framework of conjugate direction methods for symmetric linear systems in optimization

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