Stability of symmetrically preconditioned conjugate gradient

Let ARm×n\boldsymbol{A}\in\mathbb{R}^{m\times n} be the least-squares matrix, and let R\boldsymbol{R} be computed from A\boldsymbol{A} by sketching and QR\textsf{QR} 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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