Subspace-by-Subspace Preconditioners for Structured Linear Systems

摘要

The authors consider the iterative solution of symmetric positive-definite linearsystems whose coefficient matrix may be expressed as the outer-product of low-rank terms. The authors derive suitable preconditioners for such systems, and demonstrate their effectiveness on a number of test examples. The authors also consider combining these methods with existing techniques to cope with the commonly-occuring case where the coefficient matrix is the linear sum of elements, some of which are of very low rank.