1,877 research outputs found
Geometrical inverse preconditioning for symmetric positive definite matrices
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
- …