A New Preconditioner that Exploits Low-Rank Approximations to Factorization Error

DOI10.1137/18M1182802zbMath1408.65013OpenAlexW2907265372MaRDI QIDQ4646451

Theo A. Mary, Nicholas J. Higham

Publication date: 14 January 2019

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

Full work available at URL: https://doi.org/10.1137/18m1182802

zbMATH Keywords

preconditioningGMRESincomplete LU factorizationmatrix factorizationlow-rank approximationsill-conditioned linear systemrandomized sampling algorithmblock low-rank LU factorizationmixed precision iterative refinement

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Direct numerical methods for linear systems and matrix inversion (65F05) Orthogonalization in numerical linear algebra (65F25) Preconditioners for iterative methods (65F08) Probability in computer science (algorithm analysis, random structures, phase transitions, etc.) (68Q87)

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Uses Software

• SuiteSparse
• SparseMatrix
• advanpix

Cites Work

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