Timeline for How to find a good preconditioner to the system $(A^T A + \lambda I) x = A^T b$?
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| Feb 16, 2020 at 1:39 | comment | added | whpowell96 | I'm not familiar with the specifics of LSMR, but depending on how and where the preconditioner is applied, it may be necessary to preserve symmetry of the matrix. You can adapt this preconditioner to that caes by muliplying from the left and the right by $B^{1/2}+\sqrt{\lambda}I$, where $B$ is as constructed above. This will most likely have a similar effect as a preconditioner while preserving symmetry | |
| Feb 15, 2020 at 8:54 | history | answered | Abdullah Ali Sivas | CC BY-SA 4.0 |