Skip to content

num::randommat::approx_chol_preconditioner

Defined in header <linear/graph/randommat/preconditioner.hpp>

class approx_chol_preconditioner final;

preconditioner adapter backed by Randomized Approximate Cholesky (ApproxChol). Satisfies the num::preconditioner concept for use with num::pcg and Krylov solvers.

Members

member description
using domain_type = vec<real>
using codomain_type = vec<real>
using laws = law::list<law::psd>
explicit approx_chol_preconditioner(cholesky_factor<real, idx> factor) Construct from an existing factor.
idx rows() const noexcept Number of rows.
idx cols() const noexcept Number of columns.
void apply(const vec<real> &r, vec<real> &z) const Apply preconditioner z = M^-1 r via forward and backward substitution.
const cholesky_factor<real, idx> &factor() const noexcept Access underlying factor.