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fix \tfrac in preconditioners.jl
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amontoison committed Sep 7, 2022
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8 changes: 4 additions & 4 deletions docs/src/preconditioners.md
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Expand Up @@ -64,10 +64,10 @@ Methods concerned: [`CGLS`](@ref cgls), [`CRLS`](@ref crls), [`LSLQ`](@ref lslq)

[`LSLQ`](@ref lslq), [`LSQR`](@ref lsqr) and [`LSMR`](@ref lsmr) also handle regularized least-squares problems.

| Formulation | Without preconditioning | With preconditioning |
|:---------------------:|:--------------------------------------------------------------------------:|:---------------------------------------------------------------------------------:|
| least-squares problem | $\min \tfrac{1}{2} \\|b - Ax\\|^2_2 + \\tfrac{1}{2} \lambda^2 \\|x\\|^2_2$ | $\min \tfrac{1}{2} \\|b - Ax\\|^2_{E^{-1}} + \\tfrac{1}{2} \lambda^2 \\|x\\|^2_F$ |
| Normal equation | $(A^TA + \lambda^2 I)x = A^Tb$ | $(A^TE^{-1}A + \lambda^2 F)x = A^TE^{-1}b$ |
| Formulation | Without preconditioning | With preconditioning |
|:---------------------:|:-------------------------------------------------------------------------:|:--------------------------------------------------------------------------------:|
| least-squares problem | $\min \tfrac{1}{2} \\|b - Ax\\|^2_2 + \tfrac{1}{2} \lambda^2 \\|x\\|^2_2$ | $\min \tfrac{1}{2} \\|b - Ax\\|^2_{E^{-1}} + \tfrac{1}{2} \lambda^2 \\|x\\|^2_F$ |
| Normal equation | $(A^TA + \lambda^2 I)x = A^Tb$ | $(A^TE^{-1}A + \lambda^2 F)x = A^TE^{-1}b$ |
| Augmented system | $\begin{bmatrix} I & A \\ A^T & -\lambda^2 I \end{bmatrix} \begin{bmatrix} r \\ x \end{bmatrix} = \begin{bmatrix} b \\ 0 \end{bmatrix}$ | $\begin{bmatrix} E & A \\ A^T & -\lambda^2 F \end{bmatrix} \begin{bmatrix} r \\ x \end{bmatrix} = \begin{bmatrix} b \\ 0 \end{bmatrix}$ |

| Preconditioners | $E^{-1}$ | $E$ | $F^{-1}$ | $F$ |
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