Sequential Preconditioned Conjugate Gradient Method for Linear Statistical Models

arXiv:2607.25272 · math.NA, stat.ML · Submitted 2026-07-28 · Read on arXiv

Guan-Yu Chen, Dong-Yue Xie, Xi Yang, Zun-Hao Zheng

math.NA, stat.ML

Submitted: 2026-07-28

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Accuracy — 46× in this paper · explained in 1 episode
• Sequential Preconditioned Conjugate Gradient Method — 16× in this paper
• Preconditioner — 4× in this paper · explained in 2 episodes
• PCG and Iterative Double Sketching — 2× in this paper
• Theoretical Guarantees — 2× in this paper · explained in 2 episodes
• Ablation — 1× in this paper · explained in 1 episode
• Iterative Sketching — 1× in this paper
• Monotonicity — 1× in this paper · explained in 2 episodes
• Preconditioning — 1× in this paper · explained in 2 episodes

Sources

• Fast Convex Quadratic Optimization Solvers with Adaptive Sketching-based Preconditioners
• Randomized Numerical Linear Algebra : A Perspective on the Field With an Eye to Software

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