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hurutoriya/preconditioning_tips.m

Created April 26, 2016 08:31
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Preconditioning Matrix on Matlab
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preconditioning_tips.m
% be the symmetric matrix on computing enviroment.
% Twice A, divide 2.
A = 0.5*(A+A')
% Add upper triangle of A(include diagenal element) to lower triangle matrix of A.
A = triu(A)+triu(A,1)'
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Let A, that is symmertix matrix.
but computing have the some computing error(rounding, etc..)

We should do precondotion for getting symmetric matrix.

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