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Update docs/src/preconditioners.md
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amontoison authored Aug 17, 2023
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Expand Up @@ -21,7 +21,7 @@ The left preconditioning preserves the error $x_k - x^{\star}$ whereas the right
Two-sided preconditioning is the only variant that allows to preserve the hermicity of a linear system.

!!! note
Because det$(P^{-1}A - \lambda I)$ = det$(A - \lambda P)$ det$(P^{-1})$ = det$(AP^{-1} - \lambda I)$, the eigenvalues of $P^{-1}A$ and $AP^{-1}$ are identical. If $P = LL^{H}$, $L^{-1}AL^{-H}$ also has the same eigenvalues.
Because det$(P^{-1}A - \lambda I)$ = det$(A - \lambda P)$ det$(P^{-1})$ = det$(AP^{-1} - \lambda I)$, the eigenvalues of $P^{-1}A$ and $AP^{-1}$ are identical. If $P = LL^{H}$, $L^{-1}AL^{-H}$ also has the same spectrum.

In Krylov.jl, we call $P_{\ell}^{-1}$ and $P_r^{-1}$ the preconditioners and we assume that we can apply them with the operation $y \leftarrow P^{-1} * x$.
It is also common to call $P_{\ell}$ and $P_r$ the preconditioners if the equivalent operation $y \leftarrow P~\backslash~x$ is available.
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