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A Randomized Algorithm for Preconditioner Selection

math.NA · 2019-08-01 · conditional · novelty 6.0

A randomized sketching algorithm estimates preconditioner stability in about a constant number of conjugate-gradient iterations and selects among candidate preconditioners with provable approximation guarantees.

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  • A Randomized Algorithm for Preconditioner Selection math.NA · 2019-08-01 · conditional · none · ref 4

    A randomized sketching algorithm estimates preconditioner stability in about a constant number of conjugate-gradient iterations and selects among candidate preconditioners with provable approximation guarantees.