Krylov methods with and without preconditioning. Numerical experiments with different meshes are presented as well as … comparisons between the methods considered. The results suggest that FGMRES and a preconditioning technique based on symmetric …

, one can modify the original linear system in order to improve convergence properties. This is known as preconditioning. In … this paper, we investigate the effects of several preconditioning techniques in the framework of dynamic programming … problems and financial option pricing. Very few theoretical results on preconditioning are known and experiments have to be …