Geometrical inverse preconditioning for symmetric positive definite matrices
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Publication:515461
Abstract: We focus on inverse preconditioners based on minimizing , where is the preconditioned matrix and is symmetric and positive definite. We present and analyze gradient-type methods to minimize 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 on the feasible set. Preliminary and encouraging numerical results are also presented in which dense and sparse approximations are included.
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Cited in
(5)- A geometric theory for preconditioned inverse iteration. I: Extrema of Rayleigh quotient
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