A Randomized Algorithm for Preconditioner Selection
Conner DiPaolo,
Weiqing Gu
Abstract:The task of choosing a preconditioner M to use when solving a linear system Ax = b with iterative methods is difficult. For instance, even if one has access to a collection M 1 , M 2 , . . . , M n of candidate preconditioners, it is currently unclear how to practically choose the M i which minimizes the number of iterations of an iterative algorithm to achieve a suitable approximation to x. This paper makes progress on this sub-problem by showing that the preconditioner stability I − M −1 A F , known to foreca… Show more
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