TR-2007002: Additive Preconditioning and Aggregation in Matrix Computations

نویسندگان

  • Victor Y. Pan
  • Brian Murphy
  • Rhys Eric Rosholt
  • Dmitriy Ivolgin
  • Yuqing Tang
  • Xiaodong Yan
چکیده

Multiplicative preconditioning is a popular SVD-based techniques for the solution of linear systems of equations, but our SVD-free additive preconditioners are more readily available and better preserve matrix structure. We combine additive preconditioning with aggregation and other relevant techniques to facilitate the solution of linear systems of equations and some other fundamental matrix computations. Our analysis and experiments show the power of our approach, guide us in selecting most effective policies of preconditioning and aggregation, and provide some new insights into these and related subjects of matrix computations. ∗Supported by PSC CUNY Awards 66437-0035 and 67297-0036

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تاریخ انتشار 2016