Work

An Equivalence result for sketched Anderson Acceleration and sketched GMRES

Year: 2026

Type: preprint

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.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.2607.04904

Authors: Bucci, Alberto, Durastante, Fabio

Institutions: University of Edinburgh, University of Pisa

Language: English

Topic: Matrix Theory and Algorithms

Subfield: Computational Theory and Mathematics

Field: Computer Science

Domain: Physical Sciences

Open Access status: green

Funders: Istituto Nazionale di Alta Matematica "Francesco Severi", Università di Pisa, Gruppo Nazionale per il Calcolo Scientifico, Engineering and Physical Sciences Research Council

Awards: Randomized Numerical Linear Algebra for Optimization and Control of PDEs, G2971504390, G3924550382, G4765945100, G5788065389, G8097609347

OpenAlex ID: W7167627221

Cites: 11

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Related to: 10