Pith. sign in

REVIEW 1 cited by

The conjugate gradient algorithm on well-conditioned Wishart matrices is almost deterministic

Not yet reviewed by Pith; the record is open.

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 1901.09007 v3 pith:NLS4NPUJ submitted 2019-01-25 math.NA cs.CCcs.NAmath.PR

classification math.NAcs.CCcs.NAmath.PR
keywords almostconvergedeterministicmatricesalgorithmconjugatecounterror
verification ladder T0 review T1 audit T2 compute T3 formal

Signed reviews

No signed human review yet.

0 comments
abstract

We prove that the number of iterations required to solve a random positive definite linear system with the conjugate gradient algorithm is almost deterministic for large matrices. We treat the case of Wishart matrices $W = XX^*$ where $X$ is $n \times m$ and $n/m \sim d$ for $0 < d < 1$. Precisely, we prove that for most choices of error tolerance, as the matrix increases in size, the probability that the iteration count deviates from an explicit deterministic value tends to zero. In addition, for a fixed iteration count, we show that the norm of the error vector and the norm of the residual converge exponentially fast in probability, converge in mean and converge almost surely.

Discussion (0). Continue with ORCID to comment.

Forward citations

Cited by 1 Pith paper

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. A Randomized Algorithm for Preconditioner Selection

    math.NA 2019-08 conditional novelty 6.0 of 10

    A randomized sketching algorithm estimates preconditioner stability in about a constant number of conjugate-gradient iterations and selects among candidate preconditioners with provable approximation guarantees.

Pith tools