This work studies limited memory preconditioners for linear symmetric positive definite systems of equations. Connections are established between a partial Cholesky factorization from the literature and a variant of Quasi-Newton type preconditioners. Then, a strategy for enhancing the Quasi-Newton preconditioner via available information is proposed. Numerical experiments show the behaviour of the resulting preconditioner.
On partial Cholesky factorization and a variant of Quasi-Newton preconditioners for symmetric positive definite matrices / Benedetta Morini. - In: AXIOMS. - ISSN 2075-1680. - STAMPA. - 7:(2018), pp. 1-14. [10.3390/axioms7030044]
On partial Cholesky factorization and a variant of Quasi-Newton preconditioners for symmetric positive definite matrices
Benedetta Morini
2018
Abstract
This work studies limited memory preconditioners for linear symmetric positive definite systems of equations. Connections are established between a partial Cholesky factorization from the literature and a variant of Quasi-Newton type preconditioners. Then, a strategy for enhancing the Quasi-Newton preconditioner via available information is proposed. Numerical experiments show the behaviour of the resulting preconditioner.I documenti in FLORE sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.