English

An overview of block Gram-Schmidt methods and their stability properties

Numerical Analysis 2023-02-21 v3 Numerical Analysis

Abstract

Block Gram-Schmidt algorithms serve as essential kernels in many scientific computing applications, but for many commonly used variants, a rigorous treatment of their stability properties remains open. This work provides a comprehensive categorization of block Gram-Schmidt algorithms, particularly those used in Krylov subspace methods to build orthonormal bases one block vector at a time. Known stability results are assembled, and new results are summarized or conjectured for important communication-reducing variants. Additionally, new block versions of low-synchronization variants are derived, and their efficacy and stability are demonstrated for a wide range of challenging examples. Numerical examples are computed with a versatile MATLAB package hosted at https://github.com/katlund/BlockStab, and scripts for reproducing all results in the paper are provided. Block Gram-Schmidt implementations in popular software packages are discussed, along with a number of open problems. An appendix containing all algorithms type-set in a uniform fashion is provided.

Keywords

Cite

@article{arxiv.2010.12058,
  title  = {An overview of block Gram-Schmidt methods and their stability properties},
  author = {Erin Carson and Kathryn Lund and Miroslav Rozložník and Stephen Thomas},
  journal= {arXiv preprint arXiv:2010.12058},
  year   = {2023}
}

Comments

53 pages, 5 tables, 16 figures, 22 algorithms