A Complete Resolution of Forsythe's Conjecture for Restarted Conjugate Gradients

RESUMO

Forsythe's conjecture, published in 1968, asserts that for each restart length $s$, every exact-arithmetic restarted conjugate-gradient iteration on a real symmetric positive definite problem either terminates or has normalised residuals that converge separately along the even and odd restart subsequences. Apart from the classical steepest-descent case, this asymptotic question remained unresolved in full generality for nearly six decades. We give a complete classification by restart length in the original finite-dimensional setting and identify a sharp threshold. For $s=2$ and $s=3$, every problem either terminates or has convergent even and odd residual directions. For every $s\ge4$, there is a diagonal positive definite counterexample of dimension $s+4$ which never terminates and whose even residual directions do not converge. Together with Akaike's theorem for $s=1$, this shows that the conjectured universal conclusion is true precisely for $s\in\{1,2,3\}$ and false for every $s\ge4$. The positive results follow from a degree-independent double-orthogonality identity and an analysis of the low-degree fixed-point sets. At restart length four, rational interval arithmetic and Sturm sequences certify a transverse Hopf point of the leading vector field of the rescaled squared-weight map. Analytic periodic-orbit and shadowing arguments yield the counterexample at restart length four, and degree elevation extends the construction to every larger restart length. The classification for all $s\ge2$ is also formally verified in Lean.