One can change A and b by preconditioning |
M1-1 A (M2-1 M2)x = M1-1 b |
is same equation as before for any choice of matrices M1 and M2 |
All these choices are designed to accelerate convergence of iterative methods |
Anew = M1-1 A M2-1 |
xnew = M2 x |
bnew = M1-1 b |
We choose M1 and M2 to make our standard methods perform better |
There are specialized preconditioning ideas and perhaps better general approaches such as multigrid and Incomplete LU (ILU) decomposition |
Anew xnew = bnew has same form as above and we can apply any of the methods that we used on A x = b |