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Additive preconditioning for matrix computations
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    Additive preconditioning for matrix computations (English)
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    9 February 2010
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    Randomized additive preconditioners which are often used to solve linear systems of equations for a very large class of input matrices are considered. The generation of such preconditioners and their impact on the rank and the condition number of a matrix are investigated. Two alternative versions of randomized preprocessing are proposed. Weak randomization is employed to construct structured preconditioners, defined by a small number of random parameters. The numerical tests are performed to confirm the basic results.
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    matrix computations
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    additive preconditioning
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    weak randomization
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    numerical examples
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    condition number
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