Alphabeta Math
TheoremStatement: Literature-sourcedProof: AI-adaptedPipeline-generatedjudge pass (gpt-6-luna)
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A computed GMRES correction has an explicit finite-precision residual gap

Statement

Let A∈Rn×n with n≥1, let r0=b−Ax0, and let m≥1. Put Qm=[q1 ⋯ qm], Qm+1=[q1 ⋯ qm+1], and Hˉm∈R(m+1)×m. Suppose computed Arnoldi vectors satisfy AQm=Qm+1Hˉm+Em, where the columns of Em are the local error vectors of Two-pass MGS Arnoldi has an explicit local relation and an a posteriori orthogonality bound. Let I be the (m+1)-by-(m+1) identity and Gˉ=Qm+1TQm+1−I and η=∥Gˉ∥F, where ∥B∥F=(∑a,b∣Bab∣2)1/2. Suppose r0=β1q1+δ0,x^=x0+Qmy+δx, where y∈Rm is the coefficient vector returned by the computed GMRES least-squares stage and δx is the update error (zero for an exact vector update). Define e1=(1,0,…,0)T∈Rm+1 and the Arnoldi-coordinate least-squares residual g:=β1e1−Hˉmy, using the stored computed values, and let r=b−Ax^ be the exact true residual. Then ∥r−Qm+1g∥2≤∥δ0∥2+∥Em∥2∥y∥2+∥A∥2∥δx∥2, and ∥r∥2≤1+η ∥g∥2+∥δ0∥2+∥Em∥2∥y∥2+∥A∥2∥δx∥2. Matrix 2-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 u, nu<1, 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 Ax^ for the computed product and r^=fl⁡(b−Ax^). Then ∣∥r^∥2−∥r∥2∣≤ρrec,ρrec:=(∑i=1ndi2)1/2, where di:=γn∑j=1n∣Aij∣ ∣x^j∣+u∣bi−Ax^i∣. No accuracy claim is made for the least-squares solve: its computed y and the resulting g 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.

[F1]

Two-pass MGS Arnoldi has an explicit local relation and an a posteriori orthogonality bound: two-pass MGS produces AQm=Qm+1Hˉm+Em and an explicit bound on ∥Qm+1TQm+1−I∥F under its success and full-rank hypotheses.

[F2]

Operationwise real and complex floating point arithmetic with rounded square roots and fused multiply-add: successful real operations round with relative error at most u, exact-zero operations return zero, and γn=nu/(1−nu) for nu<1.

[F3]

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-n row dot has absolute error at most γn times the sum of absolute products.

[F4]

The matrix norm induced by a published vector p-norm: ∥Bv∥2≤∥B∥2∥v∥2 for the induced Euclidean matrix norm.

[F6]

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 n relative-error factors with factors 1 gives deviation at most γn when nu<1.

Proof

1.1givenF1F4algebra

From the representations in the Statement, r=b−A(x0+Qmy+δx)=r0−AQmy−Aδx=Qm+1(β1e1−Hˉmy)+δ0−Emy−Aδx=Qm+1g+δ0−Emy−Aδx. Subtracting Qm+1g and applying the triangle inequality and [F4] proves the first bound.

2.1givenF1F4F5step 1.1algebra

For any v∈Rm+1, ∥Qm+1v∥22=vT(I+Gˉ)v=∥v∥22+vTGˉv. By [F5], ∣vTGˉv∣≤∥v∥2∥Gˉv∥2. By [F4], ∥Gˉv∥2≤∥Gˉ∥2∥v∥2, and ∥Gˉ∥2≤∥Gˉ∥F=η: for each row, [F5] bounds the square of its dot product with v by the squared row norm times ∥v∥22; summing rows gives this inequality. Thus ∥Qm+1v∥2≤1+η∥v∥2. Apply this to v=g in step 1.1 and use the triangle inequality to obtain the true-residual bound.

3.1givenF2F3F6algebra∎

For row i, each exact product and partial sum is either zero or normal-range. By [F2], a zero operation returns zero and contributes relative-error factor 1, while every nonzero operation contributes a factor 1+ε with ∣ε∣≤u. Unrolling the row dot gives at most n factors in the coefficient of each product, so [F6] yields ∣Ax^i−(Ax^)i∣≤γn∑j∣Aij∣∣x^j∣, the same error bound as the narrower supplier [F3]. The rounded subtraction gives ∣r^i−(bi−Ax^i)∣≤u∣bi−Ax^i∣ by [F2], with an exact-zero subtraction contributing zero error. Adding these errors shows ∣r^i−ri∣≤di, hence ∥r^−r∥2≤ρrec. The reverse triangle inequality proves the stated difference of residual norms.

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