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Explain benefits of matrix free operators
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amontoison authored and dpo committed Aug 2, 2020
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Expand Up @@ -112,3 +112,9 @@ opJ = LinearOperator(Float64, 3, 2, false, false, v -> J(v), w -> Jᵀ(w), u ->
lsmr(opJ, -F(xk))
```

Note that preconditioners can be also implemented as abstract operators.
For instance, we could compute the Cholesky factorization of $M$ and $N$ and create linear operators that perform the forward and backsolves.

Krylov methods combined with matrix free operators allow to reduce computation time and memory requirements considerably by avoiding building and storing the system matrix.
In the field of partial differential equations, the implementation of high-performance matrix free operators and assembly free preconditioning is a subject of active research.

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