Past exam of the mathematics course of the University of Cambridge 2020 ii Paper 2 40E d Solution Created 2026-09-24 Updated 2026-09-29
Because is a positive-definite matrix, it has a positive-definite inverse square root. Choose the exact inverse-square-root preconditionerThenwhich has one distinct eigenvalue, so preconditioned CG terminates in one step.
This construction is of little computational use because obtaining and applying is generally at least as expensive in storage and arithmetic as directly factoring or solving the original system. A useful preconditioner must only approximate this transformation while remaining cheap to construct and apply.