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docs/src/basics/Preconditioners.md

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@@ -4,15 +4,13 @@ Many linear solvers can be accelerated by using what is known as a **preconditio
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an approximation to the matrix inverse action which is cheap to evaluate. These
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can improve the numerical conditioning of the solver process and in turn improve
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the performance. LinearSolve.jl provides an interface for the definition of
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preconditioners which works with the wrapped packages.
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preconditioners which works with the wrapped iterative solver packages.
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## Using Preconditioners
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### Mathematical Definition
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Preconditioners are specified in the keyword arguments to `init` or `solve`: `Pl` for left
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and `Pr` for right preconditioner, respectively.
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The right preconditioner, ``P_r`` transforms the linear system ``Au = b`` into the form:
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A right preconditioner, ``P_r`` transforms the linear system ``Au = b`` into the form:
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```math
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AP_r^{-1}(P_r u) = AP_r^{-1}y = b
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P_l^{-1}A P_r^{-1} (P_r u) = P_l^{-1}b
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```
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By default, if no preconditioner is given, the preconditioner is assumed to be
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### Specifying Preconditioners
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One way to specify preconditioners uses the `Pl` and `Pr` keyword arguments to `init` or `solve`: `Pl` for left
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and `Pr` for right preconditioner, respectively. By default, if no preconditioner is given, the preconditioner is assumed to be
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the identity ``I``.
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### Using Preconditioners
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In the following, we will use the `DiagonalPreconditioner` to define a two-sided
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preconditioned system which first divides by some random numbers and then
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sol.u
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```
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Alternatively, preconditioners can be specified via the `precs` argument to the constructor of
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an iterative solver specification. This argument shall deliver a function mapping `A` and a
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parameter `p` to a tuple `(Pl,Pr)` consisting a left and a right preconditioner.
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```@example precon2
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using LinearSolve, LinearAlgebra
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n = 4
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s = rand(n)
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A = rand(n, n)
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b = rand(n)
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prob = LinearProblem(A, b)
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sol = solve(prob, KrylovJL_GMRES(precs = (A,p)->(Diagonal(A),I)) )
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sol.u
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```
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This approach has the advantage that the specification of the preconditioner is possible without
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the knowledge of a concrete matrix `A`. It also allows to specifiy the preconditioner via a functor struct:
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```@example precon2
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using LinearSolve, LinearAlgebra
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struct DiagonalPrecs end
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(::DiagonalPrecs)(A,p) = (Diagonal(A),I)
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n = 4
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s = rand(n)
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A = rand(n, n)
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b = rand(n)
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prob = LinearProblem(A, b)
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sol = solve(prob, KrylovJL_GMRES(precs = DiagonalPrecs()) )
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sol.u
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```
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## Preconditioner Interface
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To define a new preconditioner you define a Julia type which satisfies the

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