An overview of block Gram-Schmidt methods and their stability properties

10/22/2020 ∙ by Erin Carson, et al. ∙ 0

Block Gram-Schmidt algorithms comprise essential kernels in many scientific computing applications, but for many commonly used variants, a rigorous treatment of their stability properties remains open. This survey provides a comprehensive categorization of block Gram-Schmidt algorithms, especially those used in Krylov subspace methods to build orthonormal bases one block vector at a time. All known stability results are assembled, and new results are summarized or conjectured for important communication-reducing variants. A diverse array of numerical illustrations are presented, along with the MATLAB code for reproducing the results in a publicly available at repository https://github.com/katlund/BlockStab. A number of open problems are discussed, and an appendix containing all algorithms type-set in a uniform fashion is provided.

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Code Repositories

BlockStab

A lean Matlab package for exploring stability properties of block Gram-Schmidt and block GMRES variations


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