Simplification and Accurate Implementation of State Evolution Recursion for Conjugate Gradient

Sakyo HASHIMOTO, Keigo Takeuchi · IEICE Transactions on Fundamentals of Electronics Communications and Computer Sciences · 2022

This letter simplifies and analyze existing state evolution recursions for conjugate gradient. The proposed simplification reduces the complexity for solving the recursions from cubic order to square order in the total number of iterations. The simplified recursions are still catastrophically sensitive to numerical errors, so that arbitrary-precision arithmetic is used for accurate evaluation of the recursions.

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