Additive Preconditioning for Matrix Computations

  • Victor Y. Pan
  • Dmitriy Ivolgin
  • Brian Murphy
  • Rhys Eric Rosholt
  • Yuqing Tang
  • Xiaodong Yan
Part of the Lecture Notes in Computer Science book series (LNCS, volume 5010)


Our weakly random additive preconditioners facilitate the solution of linear systems of equations and other fundamental matrix computations. Compared to the popular SVD-based multiplicative preconditioners, these preconditioners are generated more readily and for a much wider class of input matrices. Furthermore they better preserve matrix structure and sparseness and have a wider range of applications, in particular to linear systems with rectangular coefficient matrices. We study the generation of such preconditioners and their impact on conditioning of the input matrix. Our analysis and experiments show the power of our approach even where we use very weak randomization and choose sparse and/or structured preconditioners.


Matrix computations Additive preconditioning Weak randomization 


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Copyright information

© Springer-Verlag Berlin Heidelberg 2008

Authors and Affiliations

  • Victor Y. Pan
    • 1
  • Dmitriy Ivolgin
    • 2
  • Brian Murphy
    • 1
  • Rhys Eric Rosholt
    • 1
  • Yuqing Tang
    • 2
  • Xiaodong Yan
    • 2
  1. 1.Department of Mathematics and Computer ScienceLehman College of the City University of New YorkBronxUSA
  2. 2.Ph.D. Program in Computer ScienceThe City University of New YorkNew YorkUSA

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