Preconditioner based on the Sherman-Morrison formula for regularized least squares problems (Q1049312): Difference between revisions

The author proposes a sparse approximate inverse preconditioner based on the Sherman-Morrison formula for Tikhonov regularized least square problems. Theoretical analysis is used to show that the factorization method can take advantage of the symmetric property of the coefficient matrix and be implemented cheaply. A number of incomplete factorization methods are considered and numerical examples are used to conclude that the proposed methods are efficient and superior to existing methods.