New answers tagged iterative-method
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How does the Arnoldi iterations algorithm deal with repeated eigenvalues?
In the case of a hermitian matrix $A$, Arnoldi iterations are usually implemented through the Lanczos algorithm.Rhoughly, the idea is to iteratively create a basis of orthogonal vectors by taking the ...
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Diagonal and Upper-Triangular pre-conditioning for Jacobi
The triangular preconditioning is called Successive Over-Relaxation (SOR) if you allow yourself a damping parameter. You will find theory for this in most books on numerical linear algebra.
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Preconditioner Implementation with matrix-free methods (sparse iterative solvers)
Loosely, you can think of a preconditioner as an approximation to the matrix's inverse. (More specifically, it needs to improve various properties such as condition number and eigenvalue distribution,...
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