Block Gram-Schmidt algorithms serve as 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, particularly 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. Additionally, new block versions of low-synchronization variants are derived, and their efficacy and stability are demonstrated for a wide range of challenging examples. Low-synchronization variants appear remarkably stable for s-step-like matrices built with Newton polynomials, pointing towards a new stable and efficient backbone for Krylov subspace methods. Numerical examples are computed with a versatile MATLAB package hosted at https://github.com/katlund/BlockStab, and scripts for reproducing all results in the paper are provided. Block Gram-Schmidt implementations in popular software packages are discussed, along with a number of open problems. An appendix containing all algorithms type-set in a uniform fashion is provided.
翻译:块 Gram- Schmidt 算法是许多科学计算应用中必不可少的内核, 但对于许多常用的变体来说, 对其稳定性属性的严格处理仍然开放。 此调查提供了块块 Gram- Schmidt 算法的全面分类, 特别是Krylov 子空间方法中用来一次构建正方形向导的基质。 所有已知的稳定性结果都得到收集, 并且对重要的通信减少变体进行汇总或预测新的结果。 此外, 生成了低同步变体的新块版本, 并展示了各种具有挑战性的例子。 与牛顿 聚点构建的类似步式矩阵相比, 低同步变体似乎非常稳定, 指向Krylov 子空间方法中一个新的稳定和高效的骨架 。 数字示例是用在 https:// github.com/katlund/ BlockStab 等主控软件包来计算出来的, 并提供了在纸张中复制所有结果的脚本。 Black Gram-Smid- Chmidmds 执行所有通用软件型软件的版本都有问题。