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.
A computed GMRES correction has an explicit finite-precision residual gap
Statement
Let with , let , and let . Put , , and . Suppose computed Arnoldi vectors satisfy where the columns of are the local error vectors of Two-pass MGS Arnoldi has an explicit local relation and an a posteriori orthogonality bound. Let be the -by- identity and and , where . Suppose where is the coefficient vector returned by the computed GMRES least-squares stage and is the update error (zero for an exact vector update). Define and the Arnoldi-coordinate least-squares residual using the stored computed values, and let be the exact true residual. Then and Matrix -norms are induced by Euclidean vector norms. For the recomputation conclusion, assume the real operationwise model of Operationwise real and complex floating point arithmetic with rounded square roots and fused multiply-add with unit roundoff , , and successful row-dot and subtraction operations; every nonzero exact product and partial sum in a row dot is normal-range, and exact-zero products, sums, or subtractions are permitted. If the true residual is recomputed by these rounded row dot products and rounded subtraction, write for the computed product and . Then where No accuracy claim is made for the least-squares solve: its computed and the resulting appear explicitly.
Facts & Assumptions
Given: The computed Arnoldi relation, initial residual representation, iterate update representation, computed coefficient vector, and successful rowwise residual-recomputation operations in the Statement.
Two-pass MGS Arnoldi has an explicit local relation and an a posteriori orthogonality bound: two-pass MGS produces and an explicit bound on under its success and full-rank hypotheses.
Operationwise real and complex floating point arithmetic with rounded square roots and fused multiply-add: successful real operations round with relative error at most , exact-zero operations return zero, and for .
The computed floating-point dot product obeys componentwise and normwise error bounds: when every exact product, rounded product, and intermediate sum is nonzero normal-range, a length- row dot has absolute error at most times the sum of absolute products.
The matrix norm induced by a published vector p-norm: for the induced Euclidean matrix norm.
Cauchy-Schwarz with its equality case, the triangle inequality for , the parallelogram law and polarisation: for finite real vectors, .
If |delta_i| <= u and n u < 1, then prod (1+delta_i) = 1 + theta_n with |theta_n| <= gamma_n: padding a product of at most relative-error factors with factors gives deviation at most when .
Proof
From the representations in the Statement, Subtracting and applying the triangle inequality and [F4] proves the first bound.
For any , By [F5], . By [F4], , and : for each row, [F5] bounds the square of its dot product with by the squared row norm times ; summing rows gives this inequality. Thus . Apply this to in step 1.1 and use the triangle inequality to obtain the true-residual bound.
For row , each exact product and partial sum is either zero or normal-range. By [F2], a zero operation returns zero and contributes relative-error factor , while every nonzero operation contributes a factor with . Unrolling the row dot gives at most factors in the coefficient of each product, so [F6] yields , the same error bound as the narrower supplier [F3]. The rounded subtraction gives by [F2], with an exact-zero subtraction contributing zero error. Adding these errors shows , hence . The reverse triangle inequality proves the stated difference of residual norms.
Depends on
- Two-pass MGS Arnoldi has an explicit local relation and an a posteriori orthogonality bound
- Operationwise real and complex floating point arithmetic with rounded square roots and fused multiply-add
- The matrix norm induced by a published vector p-norm
- The computed floating-point dot product obeys componentwise and normwise error bounds
- If |delta_i| <= u and n u < 1, then prod (1+delta_i) = 1 + theta_n with |theta_n| <= gamma_n
- Cauchy-Schwarz $\lvert\langle x,y\rangle\rvert \le \lVert x\rVert_2\lVert y\rVert_2$ with its equality case, the triangle inequality for $\lVert\cdot\rVert_2$, the parallelogram law and polarisation
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
26 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
- Nicholas J. Higham, Accuracy and Stability of Numerical Algorithms, 2nd ed., §§19.8–19.13, printed pp. 415–430 (standard reference, not scraped)
- Yousef Saad, Iterative Methods for Sparse Linear Systems, 2nd ed., §§6.4 and 6.8, printed pp. 179–190 and 201–204 (standard reference, not scraped)