Analysis of the Finite Precision s-Step Biconjugate Gradient Method
Author(s) -
Erin Carson,
James Demmel
Publication year - 2014
Publication title -
citeseer x (the pennsylvania state university)
Language(s) - English
Resource type - Reports
DOI - 10.21236/ada604544
Subject(s) - biconjugate gradient method , biconjugate gradient stabilized method , computer science , mathematics , algorithm , gradient method , artificial intelligence , nonlinear conjugate gradient method , gradient descent , artificial neural network
: We analyze the s-step biconjugate gradient algorithm in nite precision arithmetic and derive a bound for the residual norm in terms of a minimum polynomial of a perturbed matrix multiplied by an ampli cation factor. Our bound enables comparison of s-step and classical biconjugate gradient in terms of ampli cation factors. Our results show that for s-step biconjugate gradient the ampli cation factor depends heavily on the quality of s-step polynomial bases generated in each outer loop.
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