Do you precondition on the left or on the right ?
1 : CMAP
Ecole Polytechnique
The idea behind preconditioning is to accelerate a linear solver by providing it with an approximate inverse of the problem matrix. There are two main ways to precondition the problem Ax = b. Letting H be the preconditioner :
** either, HAx = Hb is solved (left preconditioning),
** or, AHu = b is solved and the solution is x = Hu (right preconditioning).
Split preconditioning is also an option.
The goal of this poster is to present similarities and differences between left, right and split preconditioning. We also aim to start a conversation about whether there is a best choice and what your practices are when it comes to preconditioning.