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.
2018
7
1
14
Benedetta Morini
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Utilizza questo identificatore per citare o creare un link a questa risorsa: https://hdl.handle.net/2158/1129887
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