Geometrical inverse preconditioning for symmetric positive definite matrices

DOI10.3390/MATH4030046zbMATH Open1360.65093arXiv1511.07694OpenAlexW2286127908MaRDI QIDQ515461FDOQ515461

Jean-Paul Chehab, M. Raydan

Publication date: 16 March 2017

Published in: Mathematics (Search for Journal in Brave)

Abstract: We focus on inverse preconditioners based on minimizing $F(X)=1-cos(XA,I)$, where $XA$ is the preconditioned matrix and $A$ is symmetric and positive definite. We present and analyze gradient-type methods to minimize $F(X)$ on a suitable compact set. For that we use the geometrical properties of the non-polyhedral cone of symmetric and positive definite matrices, and also the special properties of $F(X)$ on the feasible set. Preliminary and encouraging numerical results are also presented in which dense and sparse approximations are included.

Full work available at URL: https://arxiv.org/abs/1511.07694

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zbMATH Keywords

numerical resultspreconditioninggradient methodcones of matricesminimal residual methodinverse preconditionerssymmetric and positive definite matrices

Mathematics Subject Classification ID

Preconditioners for iterative methods (65F08)

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Cited In (5)

• Sparse approximations of matrix functions via numerical integration of ODEs
• Geometry-aware principal component analysis for symmetric positive definite matrices
• A geometric theory for preconditioned inverse iteration. I: Extrema of Rayleigh quotient
• Geometrical inverse matrix approximation for least-squares problems and acceleration strategies
• A geometric theory for preconditioned inverse iteration IV: On the fastest convergence cases

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