| Sameer
|
5
|
 |
|
10-07-2004 04:18 AM ET (US)
|
|
Well since you asked, you do not need to do any hacks for to get symmetric positive semi-definiteness. Instead of solving Ax = b consider the system
A^\top A x = A^\top b
Section 13 of the paper discusses this. In case you are wondering if A^\top A is still sparse or not, turns out there is no need to ever actually form A^\top A explicitly. Simple Matrix vector products suffice.
So what is the downside?, well condition number for A^\top A is the square of the condition number of A, and hence convergence is slower.
|