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A posteriori superlinear convergence bounds for block conjugate gradient

Published 21 Jul 2021 in math.NA and cs.NA | (2107.10320v3)

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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