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Accession Number:
ADA604544
Title:
Analysis of the Finite Precision s-Step Biconjugate Gradient Method
Descriptive Note:
Technical rept.
Corporate Author:
CALIFORNIA UNIV BERKELEY DEPT OF ELECTRICAL ENGINEERING AND COMPUTER SCIENCES
Report Date:
2014-03-13
Pagination or Media Count:
19.0
Abstract:
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.
Distribution Statement:
APPROVED FOR PUBLIC RELEASE