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nystrom_pcg_solver

nystrom_pcg_solver

Solve regularized PSD systems with randomized Nyström preconditioned conjugate gradients and log convergence evidence.

Independent GitHub snapshot · Automated classification · Original documentation governs

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name: nystrom_pcg_solver description: Solve regularized PSD systems with randomized Nyström preconditioned conjugate gradients and log convergence evidence.

Nyström PCG Solver

Use this skill to reproduce the paper's Algorithm 5.1 on a PSD linear system (A + mu I)x=b. It should call or mirror the generated Nyström factorization and preconditioner contracts rather than bypassing them.

Inputs

  • Dense PSD matrix or matrix-vector product interface.
  • Right-hand side b.
  • Regularization mu > 0.
  • Sketch rank ell, tolerance, maximum iterations, and random seed.

Outputs

  • Approximate solution.
  • Residual history, relative residual history, and iteration count.
  • Mechanism diagnostics: factorization executed, preconditioner applications, CG step count, and convergence flag.

Workflow

  1. Build Nyström factors with randomized_nystrom_factorization.
  2. Build an inverse preconditioner action with nystrom_preconditioner.
  3. Run left-preconditioned CG using preconditioned residual inner products.
  4. Optionally run ordinary CG as a baseline under the same tolerance.
  5. Save traces for downstream recovery evaluation.

Validation

Run:

python scripts/pcg.py --self-test
python tests/test_pcg.py

The tests use a deterministic ill-conditioned PSD system and require Nyström PCG to converge in fewer iterations than ordinary CG.

Limitations

This dense script is designed for bounded recovery experiments. For large paper-scale systems, replace dense arrays with matvec closures while preserving the same logging contract.

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