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Questions about the properties of vector spaces and linear transformations, including linear systems in general.
4
votes
1
answer
1k
views
Stability of Conjugate Gradient Method
When dealing with spd matrices of relatively low condition number, how likely is it (and is it easily provable) that the conjugate gradient method will always be able to find the solution without requ …
1
vote
2
answers
528
views
Using Wavelet Transforms to Approximate Matrices
It's a long time since I worked on this kind of problem, so please bear with me.
I have an approximate inverse matrix that I'm using as a preconditioner to solve the conjugate gradient method. Unfort …