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Try different preconditioners for the sparse LLS #18

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jlperla opened this issue Sep 19, 2017 · 0 comments
Open

Try different preconditioners for the sparse LLS #18

jlperla opened this issue Sep 19, 2017 · 0 comments

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@jlperla
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jlperla commented Sep 19, 2017

For the solution to the stationary_distribution_discretized_univariate.m and others, try to see if other preconditioning strategies work well for solving the LLS problem. For example, look at http://epubs.siam.org/doi/pdf/10.1137/140975358 and http://www2.cs.cas.cz/~tuma/ps/bru_mas_marin_tuma_2014.pdf for some references.

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