Optimal Rank Matrix Algebras Preconditioners
Linear Algebra and its Applications, vol. 438, pp. 405–427, 2013
When a linear system $Ax = y$ is solved by means of iterative methods (mainly CG and GMRES) and the convergence rate is slow, one may consider a preconditioner $P$. The use of such preconditioner changes the spectrum of the matrix defining the system and could result into a great acceleration of the convergence rate. …