On A Class of Limited Memory Preconditioners For Large Scale Linear Systems With Multiple Right-Hand Sides

DOI10.1137/08074008zbMath1273.65044OpenAlexW2030356704MaRDI QIDQ3105780

Annick Sartenaer, Serge Gratton, Jean Tshimanga

Publication date: 9 January 2012

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/4aaa0ebf10d91ebfec6336d4e1b5d24b967912bb

zbMATH Keywords

numerical examples oceanography Ritz method preconditioners spectral method quasi-Newton method conjugate gradient data assimilation large scale linear systems multiple right-hand sides limited memory

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Preconditioners for iterative methods (65F08)

Related Items (24)

Efficient tridiagonal preconditioner for the matrix-free truncated Newton method ⋮ Inexact coordinate descent: complexity and preconditioning ⋮ On preconditioner updates for sequences of saddle-point linear systems ⋮ A novel class of approximate inverse preconditioners for large positive definite linear systems in optimization ⋮ Preconditioning Newton-Krylov methods in nonconvex large scale optimization ⋮ Updating Constraint Preconditioners for KKT Systems in Quadratic Programming Via Low-Rank Corrections ⋮ Limited memory preconditioners for symmetric indefinite problems with application to structural mechanics ⋮ Preconditioned nonlinear conjugate gradient methods based on a modified secant equation ⋮ A new preconditioner update strategy for the solution of sequences of linear systems in structural mechanics: application to saddle point problems in elasticity ⋮ A class of refined preconditioners with sparse error correction for BEM linear system ⋮ Randomized Quasi-Newton Updates Are Linearly Convergent Matrix Inversion Algorithms ⋮ Preconditioners for Krylov subspace methods: An overview ⋮ Conjugate direction methods and polarity for quadratic hypersurfaces ⋮ A Class of Approximate Inverse Preconditioners Based on Krylov-Subspace Methods for Large-Scale Nonconvex Optimization ⋮ Multipreconditioned Gmres for Shifted Systems ⋮ Low rank updates in preconditioning the saddle point systems arising from data assimilation problems ⋮ Exploiting damped techniques for nonlinear conjugate gradient methods ⋮ On a conjugate directions method for solving strictly convex QP problem ⋮ Novel preconditioners based on quasi-Newton updates for nonlinear conjugate gradient methods ⋮ Single-pass Nyström approximation in mixed precision ⋮ On partial Cholesky factorization and a variant of quasi-Newton preconditioners for symmetric positive definite matrices ⋮ Quasi-Newton approaches to interior point methods for quadratic problems ⋮ Block preconditioners for linear systems in interior point methods for convex constrained optimization ⋮ A framework of conjugate direction methods for symmetric linear systems in optimization

Uses Software

OPA

This page was built for publication: On A Class of Limited Memory Preconditioners For Large Scale Linear Systems With Multiple Right-Hand Sides