How statement and proof provenance work
The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.
- Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
- AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
- AI-generated: a genuinely novel statement formulated by AI, with no source for the claim itself.
These labels describe origin, not correctness: citations and verification chips remain separate evidence.
Unrestarted GMRES has a sparse matvec plus orthogonalization work bound
Statement
Let have a canonical CSR representation, with , at least one stored entry in every row, and . Let and . Run unrestarted GMRES in exact arithmetic for at most Arnoldi columns. At column , compute one CSR matrix-vector product, orthogonalize against the existing vectors by either one or two complete modified Gram–Schmidt passes, and update the projected least-squares problem by applying prior Givens rotations and forming one new rotation. Each Givens rotation is an orthogonal matrix on adjacent rows chosen to zero the current subdiagonal entry. If Arnoldi completes columns without breakdown, solve the resulting upper-triangular least-squares factor; if it breaks down earlier, stop at that column and make no claim about a separate rank-deficient fallback solve. Count field arithmetic and index work, and exclude the stored input matrix. The total work in the no-breakdown branch is and the Krylov working storage is . The same bounds cover all matvec, orthogonalization, and projected-rotation work actually performed before an earlier breakdown. These are operation and storage bounds, not convergence or runtime claims.
Facts & Assumptions
Given: The canonical square CSR matrix, dimensions , nonzero initial residual, step bound , and algorithm specified in the Statement.
Compressed sparse row matrices with stored-entry semantics: canonical storage has ; CSR row intervals partition the stored entries.
Validated compressed sparse row matrix-vector product: a valid CSR matvec visits each stored entry once and performs one multiply and one addition at each visit.
CSR storage and exact matrix-vector operation counts: for a square record of order with a nonempty stored row pattern, one exact matvec uses work.
The Arnoldi process for building an orthonormal basis of a Krylov subspace: Arnoldi orthogonalizes each against the existing vectors and breaks down when its exact residual is zero.
Before breakdown, Arnoldi produces an orthonormal Krylov basis and a rectangular upper-Hessenberg factorization: without breakdown, Arnoldi forms an orthonormal Krylov basis and its projected matrix is upper Hessenberg with positive subdiagonal entries.
The GMRES iterate as the residual minimizer over an affine Krylov space: GMRES minimizes the true residual over the affine Krylov space, represented in exact Arnoldi coordinates by the projected least-squares problem.
Proof
The canonical convention [F1] identifies the stored count with . Each of at most columns uses one sparse matvec, which costs by [F2] and [F3]. Summing over the columns gives work; if breakdown stops the run at , the sum through is no larger.
At column , one complete MGS pass computes length- inner products and length- vector updates, hence arithmetic; two passes multiply this by the fixed factor two. Therefore total orthogonalization work through columns is , and stopping earlier only reduces it.
In the no-breakdown branch, [F5] gives a projected matrix with nonzero subdiagonal entries . For orthonormal and , each candidate has residual Therefore [F6] reduces GMRES minimization to this projected least-squares problem. The submatrix formed by rows is upper triangular with diagonal , so its columns are linearly independent. Thus has full column rank. Applying one plane Givens rotation to each row pair eliminates one subdiagonal entry while preserving the Euclidean least-squares norm; the rotations create an upper-triangular factor with nonzero diagonal. At column , applying the previous at most rotations and forming the new rotation takes scalar operations; all columns cost . Back substitution in the nonsingular triangular factor takes operations, and forming the Krylov correction costs . By [F6] this solves the specified GMRES projected least-squares problem.
Since and , and . Adding the work bounds in steps 1.1, 1.2, and 1.3 gives . Storing at most length- basis vectors takes slots; the Hessenberg and Givens data take slots; temporary vectors use slots. Since , both and are at most , proving the storage bound. If breakdown occurs at column , the already formed basis and projected data use at most the same bounds with in place of , and no fallback least-squares solve is included.
Depends on
- The Arnoldi process for building an orthonormal basis of a Krylov subspace
- Before breakdown, Arnoldi produces an orthonormal Krylov basis and a rectangular upper-Hessenberg factorization
- The GMRES iterate as the residual minimizer over an affine Krylov space
- Compressed sparse row matrices with stored-entry semantics
- Validated compressed sparse row matrix-vector product
- CSR storage and exact matrix-vector operation counts
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
13 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Yousef Saad, Iterative Methods for Sparse Linear Systems, 2nd ed., §§6.3–6.4, printed pp. 179–190 (standard reference, not scraped)