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Consider.ppt
Consider Preconditioning – Basic Principles Basic Idea: is to use Krylov subspace method CG, GMRES, MINRES … on a modified system such as The matrix need not be formed explicitly; only need to solve whenever needed. With: requirement is that it should be easy to solve for an arbitrary vector z. Left, Right, and Symmetric Preconditioners Left preconditioning : Right preconditioning : Symmetric preconditioning : Left, Right, and Symmetric Preconditioners Symmetric preconditioning : The matrix in brackets is symmetric positive definite. so we can use CG The matrix in brackets is similar
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