Questions tagged [preconditioning]

When I think of solving non-linear equations, I generally think of linearizing first, then applying a preconditioner to the linear matrix. The thought occurred to me that it might be possible to condition the non-linear equations BEFORE they are…

Take sparse approximate inverse preconditioner $M \approx A^{-1}$ given by solution of $$\underset{M \in S}{\mbox{min}} \; ||I - AM||_F,$$ where $S$ is a set of sparse matrices and $||.||_F$ is the Frobenius norm (see [1] for details). I am…

There is a huge literature on efficient preconditioners for saddle-point problems. In computational physics, the case where the Lagrange multipliers enjoy a weak formulation (say, the Stokes equations) is almost always considered. In such cases,…