Pseudospectral bounds are proven for the Kreiss constant of block-triangular coupled Jacobians with symmetric diagonal blocks, yielding an O(K(J)^2 log(1/δ)) iteration complexity for stochastic coupled descent.
arXiv preprint arXiv:2102.03926 , year =
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Pseudospectral Bounds for Transient Amplification in Coupled Gradient Descent
Pseudospectral bounds are proven for the Kreiss constant of block-triangular coupled Jacobians with symmetric diagonal blocks, yielding an O(K(J)^2 log(1/δ)) iteration complexity for stochastic coupled descent.