posed on a finite dimensional Hilbert space V ∼= R equipped with an inner product (·, ·). Here A : V 7→ V is an symmetric and positive definite (SPD) operator, f ∈ V is given, and we are looking for u ∈ V such that (1) holds. The direct method to solve (1) is to form A−1 or the action of A−1. For example, the Gaussian elimination or LU factorization still remains the most commonly used methods ...