A New Preconditioner that Exploits Low-Rank Approximations to Factorization Error
DOI10.1137/18M1182802zbMATH Open1408.65013OpenAlexW2907265372WikidataQ128640982 ScholiaQ128640982MaRDI QIDQ4646451FDOQ4646451
Authors: Nicholas J. Higham, Theo A. Mary 
Publication date: 14 January 2019
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/18m1182802
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matrix factorizationpreconditioningGMRESlow-rank approximationsincomplete LU factorizationill-conditioned linear systemrandomized sampling algorithmblock low-rank LU factorizationmixed precision iterative refinement
Direct numerical methods for linear systems and matrix inversion (65F05) Probability in computer science (algorithm analysis, random structures, phase transitions, etc.) (68Q87) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Orthogonalization in numerical linear algebra (65F25)
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Cited In (18)
- Simulating Low Precision Floating-Point Arithmetic
- Communication Avoiding Block Low-Rank Parallel Multifrontal Triangular Solve with Many Right-Hand Sides
- Preconditioner design via Bregman divergences
- Two-Level Nyström--Schur Preconditioner for Sparse Symmetric Positive Definite Matrices
- Mixed precision algorithms in numerical linear algebra
- A Power Schur Complement Low-Rank Correction Preconditioner for General Sparse Linear Systems
- A Robust Algebraic Multilevel Domain Decomposition Preconditioner for Sparse Symmetric Positive Definite Matrices
- Random Matrices Generating Large Growth in LU Factorization with Pivoting
- A Class of Fast and Accurate Summation Algorithms
- Adaptive Precision Sparse Matrix–Vector Product and Its Application to Krylov Solvers
- Randomized approximate class-specific kernel spectral regression analysis for large-scale face verification
- Iterative preconditioned methods in Krylov spaces: trends of the 21st century
- Low-Rank Factorizations in Data Sparse Hierarchical Algorithms for Preconditioning Symmetric Positive Definite Matrices
- Low-rank updates of balanced incomplete factorization preconditioners
- Mixed Precision Iterative Refinement with Sparse Approximate Inverse Preconditioning
- Factorised preconditionings of successive approximations in finite precision
- A class of refined preconditioners with sparse error correction for BEM linear system
- A preconditioned iterative interior point approach to the conic bundle subproblem
Uses Software
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