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Enable preconditioning #34

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huanglangwen opened this issue Jun 1, 2020 · 1 comment
Open

Enable preconditioning #34

huanglangwen opened this issue Jun 1, 2020 · 1 comment

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@huanglangwen
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Preconditioned Newton-Krylov solver seems provide better performance than Exponential-Krylov integrator without preconditioning. It might be a good idea to add preconditioning to expv using the SAI method.

[1] https://ris.utwente.nl/ws/portalfiles/portal/5092923/memo1992.pdf
[2] https://doi.org/10.1137/040605461
@ChrisRackauckas
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Thanks. Yes, preconditioning would be good to look into.

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@ChrisRackauckas @huanglangwen