Stability of symmetrically preconditioned conjugate gradient
Let A∈Rm×n\boldsymbol{A}\in\mathbb{R}^{m\times n}A∈Rm×n be the least-squares matrix, and let R\boldsymbol{R}R be computed from A\boldsymbol{A}A by sketching and QR\textsf{QR}QR factorizing the…