Simple convergence analysis for the block conjugate gradient method with variable preconditioning

DOI10.14495/JSIAML.17.77MaRDI QIDQ6898595zbMATH OpenFDO

Authors Mio Yamamoto, Kensuke Aihara

Publication date 17 November 2025

Published in JSIAM Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14495/JSIAML.17.77

zbMATH Keywords

block conjugate gradient methoderroriterativelinear systemvariable preconditioning

Mathematics Subject Classification ID

Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Computational methods for sparse matrices (65F50) Numerical optimization and variational techniques (65K10)

Review text

This interesting paper deals with a simple convergence analysis for the block conjugate gradient method with variable preconditioning. To set the scene, consider the linear system with multiple right hand sides of the form: \(AX=B,\, A\in \mathbb R^{n\times s},\, B\in R^{n\times n}\) where \(A\) is large and sparse and \(s<<n\). It is well known that the block conjugate gradient method is a representative iterative solver for such a system. \medskip\N\NVariable preconditioning, is a versatile approach for improving the convergence of iterative solvers in which preconditioners, which are typically different, can be applied to each iteration when solving the system. However, the convergence properties are often obscure when variable preconditioning is used. In this paper, the authors provide a simple analysis of the error norm behavior of the method with variable preconditioning. Numerical experiments support amd illustrate the convergence analysis.

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