A posteriori superlinear convergence bounds for block conjugate gradient

Abstract

In this paper, we extend to the block case, the a posteriori bound showing superlinear convergence of Conjugate Gradients developed in [J. Comput. Applied Math., 48 (1993), pp. 327-341]; that is, we obtain similar bounds, but now for block Conjugate Gradients. We also present a series of computational experiments illustrating the validity of the bound developed here, as well as the bound from [SIAM Review, 47 (2005), pp. 247-272] using angles between subspaces. Using these bounds, we make some observations on the onset of superlinearity, and how this onset depends on the eigenvalue distribution and the block size.