A Spectral Preconditioner for the Conjugate Gradient Method with Iteration Budget
arXiv:2603.28969v1 Announce Type: new Abstract: We study the solution of large symmetric positive-definite linear systems in a matrix-free setting with a limited iteration budget. We focus on the preconditioned conjugate gradient (PCG) method with spectral preconditioning. Spectral preconditioners map a subset of eigenvalues to a positive cluster via a scaling parameter, and leave the remainder of the spectrum unchanged, in hopes to reduce the number of iterations to convergence. We formulate the design of the spectral preconditioners as […]