A posteriori superlinear convergence bounds for block conjugate gradient

DOI10.1553/ETNA_VOL58S115MaRDI QIDQ6163322zbMATH OpenOpenAlexFDO

Authors Christian E. Schaerer, Daniel B. Szyld, Pedro J. Torres

Publication date 9 June 2023

Published in ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2107.10320, http://etna.mcs.kent.edu/volumes/2021-2030/vol58/abstract.php?vol=58&pages=115-135

zbMATH Keywords

superlinear convergencea posteriori analysisblock conjugate gradient method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Computational methods for sparse matrices (65F50) Iterative numerical methods for linear systems (65F10) Methods of reduced gradient type (90C52)

Abstract: In this paper, we extend to the block case, the a posteriori bound showing superlinear convergence of Conjugate Gradients developed in [J. Comput. Applied Math., 48 (1993), pp. 327-341]; that is, we obtain similar bounds, but now for block Conjugate Gradients. We also present a series of computational experiments illustrating the validity of the bound developed here, as well as the bound from [SIAM Review, 47 (2005), pp. 247-272] using angles between subspaces. Using these bounds, we make some observations on the onset of superlinearity, and how this onset depends on the eigenvalue distribution and the block size.

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