2018
DOI: 10.3390/axioms7030044
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On Partial Cholesky Factorization and a Variant of Quasi-Newton Preconditioners for Symmetric Positive Definite Matrices

Abstract: Abstract:This work studies limited memory preconditioners for linear symmetric positive definite systems of equations. Connections are established between a partial Cholesky factorization from the literature and a variant of Quasi-Newton type preconditioners. Then, a strategy for enhancing the Quasi-Newton preconditioner via available information is proposed. Numerical experiments show the behaviour of the resulting preconditioner.

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Cited by 1 publication
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“…In [2], the author deals with the definition of limited memory preconditioners for symmetric and positive definite matrices. The existing connections with similar preconditioners are also discussed, along with its efficient implementaion.…”
Section: Numerical Linear Algebramentioning
confidence: 99%
“…In [2], the author deals with the definition of limited memory preconditioners for symmetric and positive definite matrices. The existing connections with similar preconditioners are also discussed, along with its efficient implementaion.…”
Section: Numerical Linear Algebramentioning
confidence: 99%