jacobi precondiitioner

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ckees
2005-06-21
2013-05-20
  • ckees
    ckees
    2005-06-21

    Hi,

    Could someone point me to more details on the jacobi preconditioner in PySparse?  For a linear system A*x = b, the usual formulation of damped jacobi is

    x_1 = x_0 + \omega*D^{-1} (b - A*x)

    When I run
    >>>omega=1
    >>>ns=100
    >>>preconA = jacobi(A,omega,ns)
    >>>preconA.precon(b,x)

    I get a different answer than with a simple implementation of Jacobi iteration. Does precon just repeatedly multiply by D^{-1}?