Stochastic Preconditioning for Diagonally Dominant Matrices

DOI10.1137/07068713XzbMath1165.65338arXivmath/0609672OpenAlexW2079431182MaRDI QIDQ3630366

Sachin S. Sapatnekar, Haifeng Qian

Publication date: 28 May 2009

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0609672

zbMATH Keywords

random walkiterative solverincomplete factorizationlarge sparse matricesirreducibly diagonally dominantKrylov-subspace iterative solverstochastic preconditioning

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (1)

A Markov chain-based multi-elimination preconditioner for elliptic PDE problems

This page was built for publication: Stochastic Preconditioning for Diagonally Dominant Matrices