Something like MINRES or GMRES or CGSTAB. Correct me if I'm wrong, but the covariance matrix in GPR should be diagonally dominant, so the diagonal of the matrix

Something like MINRES or GMRES or CGSTAB. Correct me if I'm wrong, but the covariance matrix in GPR should be diagonally dominant, so the diagonal of the matrix can be used as a somewhat effective preconditioner.