Stability of symmetrically preconditioned conjugate gradient
Stability of symmetrically preconditioned conjugate gradient
Let be the least-squares matrix, and let be computed from by sketching and factorizing the associated sketched system. Assume the hypotheses of the sketching-stability lemma. Apply the conjugate gradient algorithm to the resulting inner system. Stability of symmetrically preconditioned conjugate gradient. The conjugate gradient algorithm satisfies the stated inner-solver guarantee. This would provide a proof of backward stability for a version of sketch-and-precondition with iterative refinement using conjugate gradient rather than LSQR; the parser supplies no evidence that the claim has been proved or refuted.
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Primary source
Ethan N. Epperly, Maike Meier and Yuji Nakatsukasa, “Fast randomized least-squares solvers can be just as accurate and stable as classical direct solvers”, arXiv:2406.03468 (2025).
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