A THEORY OF SECANT PRECONDITIONERS

被引：9
作者：
MARTINEZ, JM
机构：
来源：
MATHEMATICS OF COMPUTATION | 1993年 / 60卷 / 202期
关键词：
NONLINEAR SYSTEMS; INEXACT-NEWTON METHODS; QUASI-NEWTON METHODS; PRECONDITIONERS;
D O I：
10.2307/2153109
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper we analyze the use of structured quasi-Newton formulae as preconditioners of iterative linear methods when the inexact-Newton approach is employed for solving nonlinear systems of equations. We prove that superlinear convergence and bounded work per iteration is obtained if the preconditioners satisfy a Dennis-More condition. We develop a theory of Least-Change Secant Update preconditioners and we present an application concerning a structured BFGS preconditioner.
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页码：681 / 698
页数：18
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