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Provide pre-conditioners for iterative methods #29

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tvercaut opened this issue Dec 12, 2022 · 1 comment
Open

Provide pre-conditioners for iterative methods #29

tvercaut opened this issue Dec 12, 2022 · 1 comment

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@tvercaut
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It is well known that many iterative methods work much better if provided with a suitable preconditioner. We should thus aim to facilitate specifying such preconditioner. We should also provide basic examples such as a Jacobi (or diagonal) preconditioner.
@tvercaut
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Looking at COLA could be helpful:
https://github.com/wilson-labs/cola/blob/main/cola/linalg/preconditioning/preconditioners.py

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@tvercaut