On the optimal preconditioning of nonsingular matrices

作者: David W. Nicholson

DOI: 10.1016/0093-6413(79)90045-4

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摘要: Abstract This work extends a previous result in which diagonal matrix D ∗ was found minimizing an upper bound on the spectral condition number of nonsingular DA. Here, matrices G are from set bounded lower triangular matrices. Each resulting linear systems GAx=Gc is expected to be more suitable than Ax=c for numerical solution by conjugate gradient and other methods.

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