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Preconditioning would only apply to approaches like interior point methods, where the condition number quickly approaches infinity.
by pkhuong 2y ago
Preconditioning would only apply to approaches like interior point methods, where the condition number quickly approaches infinity.
- pkhuong 2y agoI forgot some first-order methods also solve a projection problem, and I believe I've seen some work on preconditioning there.
- bee_rider 2y agoI wonder if they put any matrices in the suitesparse collection, or anything like that. It would be a nice fun weekend project to just play around with them.