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Lanczos algorithm in finite precision

Publication at Faculty of Mathematics and Physics |
2022

Abstract

In 1989, Greenbaum developed a mathematical model of the finite precision CG computations. In particular, it has been shown that the finite precision CG computations can be seen (up to some small inaccuracy) as the exact CG computations for a matrix having many eigenvalues distributed throughout tiny intervals about the eigenvalues of the original matrix.

In the current paper [Greenbaum, Liu and Chen, SIAM J. Sci.

Comput., 43 (2021)], the authors consider several CG variants that became popular because of the possibility of a better parallelization and study properties of the corresponding mathematical models. In our presentation, we will study mathematical models of other CG variants and provide the corresponding numerical experiments.

We will try to explain in more detail some phenomenons observed in the above mentioned paper.