A Matrix-Free Preconditioner for Sparse Symmetric Positive Definite Systems and Least-Squares Problems

DOI10.1137/110840819zbMath1264.65036OpenAlexW2132825499MaRDI QIDQ4917131

Benedetta Morini, Jacek Gondzio, Stefania Bellavia

Publication date: 29 April 2013

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://www.pure.ed.ac.uk/ws/files/10364623/A_Matrix_free_preconditioner_for_sparse_symmetric_positive_definite_systems_and_least_squares_problems.pdf

zbMATH Keywords

numerical resultsCholesky factorizationdeflationpreconditionersinterior point methodsmatrix-freelinear least-squares problemsmemory constraintssparse symmetric positive definite systems and least-squares problems

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Interior-point methods (90C51) Preconditioners for iterative methods (65F08)

Related Items (15)

Effective matrix-free preconditioning for the augmented immersed interface method ⋮ On preconditioner updates for sequences of saddle-point linear systems ⋮ GMRES-Accelerated ADMM for Quadratic Objectives ⋮ Jacobian-free implicit inner-iteration preconditioner for nonlinear least squares problems ⋮ A novel class of approximate inverse preconditioners for large positive definite linear systems in optimization ⋮ A matrix-free approach to build band preconditioners for large-scale bound-constrained optimization ⋮ On Geometrical Properties of Preconditioners in IPMs for Classes of Block-Angular Problems ⋮ Preconditioned nonlinear conjugate gradient methods based on a modified secant equation ⋮ Preconditioners for Krylov subspace methods: An overview ⋮ A Class of Approximate Inverse Preconditioners Based on Krylov-Subspace Methods for Large-Scale Nonconvex Optimization ⋮ A specialized interior-point algorithm for huge minimum convex cost flows in bipartite networks ⋮ Interior-point solver for convex separable block-angular problems ⋮ On partial Cholesky factorization and a variant of quasi-Newton preconditioners for symmetric positive definite matrices ⋮ Bregman primal-dual first-order method and application to sparse semidefinite programming ⋮ An inexact dual logarithmic barrier method for solving sparse semidefinite programs

Uses Software

• SparseMatrix
• Sparslab
• LSMR

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