itergp.methods.preconditioners

Preconditioners for linear systems.

Preconditioning accelerates and stabilizes the solution of linear systems. A preconditioner \(P\) is an approximation of a matrix \(A\) such that the condition number of the matrix \(P^{-1}A\) is lower than that of the original matrix.

Classes

DiagonalPlusLowRank(diagonal, low_rank_factor)

Diagonal-plus-low-rank preconditioner.

Class Inheritance Diagram

Inheritance diagram of itergp.methods.preconditioners.DiagonalPlusLowRank