Quasi-Newton preconditioners for the inexact Newton method

被引:0
作者
Bergamaschi, L. [1 ]
Bru, R.
Martinez, A.
Putti, M.
机构
[1] Univ Padua, Dept Math Methods & Models Sci Applicat, I-35100 Padua, Italy
[2] Univ Politecn Valencia, Dept Matemat Aplicada, Inst Matemat Multidisciplinar, Valencia, Spain
[3] Univ Padua, Dept Pure & Appl Math, I-35100 Padua, Italy
来源
ELECTRONIC TRANSACTIONS ON NUMERICAL ANALYSIS | 2006年 / 23卷
关键词
quasi-Newton method; Krylov iterations; updating preconditioners; inexact Newton method;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper preconditioners for solving the linear systems of the Newton method in each nonlinear iteration are studied. In particular, we define a sequence of preconditioners built by means of Broyden-type rank-one updates. Optimality conditions are derived which guarantee that the preconditioned matrices are not far from the identity in a matrix norm. Some notes on the implementation of the corresponding inexact Newton method are given and some numerical results on two model problems illustrate the application of the proposed preconditioners.
引用
收藏
页码:76 / 87
页数:12
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