Ingyu Lee
ABSTRACT
Consider a solution of systems of linear equations Ax = b when A is a symmetric positive definite matrix. We solve the equations using a direct method using Cholesky factorization, A = LLT or a preconditioned iterative method. In this paper, we are proposing a new preconditioner based on the iterative recursion to improve the performance of conjugate gradient method. We demonstrate through experiments that our recursive iterative preconditioner improves convergence when it is used as a preconditioner for the conjugate gradient method. We conjecture that the improvements in the quality of preconditioning arise from the ability of our method to generate better approximations to the complete factor.
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Index Terms
- Towards a recursive iterative preconditioner
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