Quasi-newton preconditioners for the inexact Newton method

被引：0
|
作者：
Bergamaschi, L. [1 ]
Bru, R. [2 ]
Martínez, A. [3 ]
Putti, M. [1 ]
机构：
[1] Department of Mathematical Methods and Models for Scientific Applications, University of Padova, Italy
[2] Instituto de Matemática Multidisciplinar, Departamento de Matemática Aplicada, Universidad Politécnica de Valencia, Spain
[3] Department of Pure and Applied Mathematics, University of Padova, Italy
来源：
Electronic Transactions on Numerical Analysis | 2006年 / 23卷
关键词：
Iterative methods - Mathematical models - Numerical methods - Problem solving;
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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. Optimally 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. Copyright © 2006, Kent State University.
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页码：76 / 87
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