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.
Original language | American English |
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Pages (from-to) | 150-195 |
Number of pages | 46 |
Journal | Linear Algebra and Its Applications |
Volume | 638 |
DOIs | |
State | Published - 2022 |
NREL Publication Number
- NREL/JA-2C00-80324
Keywords
- block Krylov subspace methods
- Gram-Schmidt
- Krylov
- loss of orthogonality
- stability