An Equivalence result for sketched Anderson Acceleration and sketched GMRES

Abstract

In this paper we present an equivalence result between a randomized version of Anderson Acceleration and of randomized GMRES for linear problems. Namely, we extend the classical result of Walker and Ni (2011) to the case in which the least-squares problem in Anderson Acceleration is solved in a sketched space defined by a random projection. This equivalence suggests potential avenues for further research in the design and analysis of randomized acceleration methods.