[petsc-users] Preconditioner for LSQR

[Matthew Knepley]

On Mon, Feb 28, 2022 at 6:54 PM Lucas Banting <bantingl at myumanitoba.ca>
wrote:

> Hello,
>
> I have an MPIDENSE matrix of size about 200,000 x 200, using KSPLSQR on my
> machine a solution takes about 15 s. I typically run with six to eight
> processors.
> I have to solve the system several times, typically 4-30, and was looking
> for recommendations on reusable preconditioners to use with KSPLSQR to
> increase speed.
>
> Would it make the most sense to use PCCHOLESKY on the smaller system A^T *
> A?
>

Yes. However, if you only have 200 columns, it might be even better to just
use TSQR. There is an implementation of this
in SLEPc. I am Cc'ing Jose to see what would be the easiest way to call it
for a least-squares solution.

  Thanks,

     Matt


> Thanks,
> Lucas
>


-- 
What most experimenters take for granted before they begin their
experiments is infinitely more interesting than any results to which their
experiments lead.
-- Norbert Wiener

https://www.cse.buffalo.edu/~knepley/ <http://www.cse.buffalo.edu/~knepley/>
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