Modified Cholesky Factorizations for Sparse Preconditioners

DOI10.1137/0914026zbMath0771.65031OpenAlexW2062393471WikidataQ114074360 ScholiaQ114074360MaRDI QIDQ5286358

Tamar Schlick

Publication date: 29 June 1993

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0914026

zbMATH Keywords

convergence accelerationCholesky factorizationlarge scale unconstrained optimizationpreconditioned conjugate gradient techniquesparse preconditionerstruncated Newton minimization method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Iterative numerical methods for linear systems (65F10)

Related Items (6)

Numerical experiments with the Lancelot package (Release \(A\)) for large-scale nonlinear optimization ⋮ Accuracy of preconditioned CG-type methods for least squares problems. ⋮ Analysis of preconditioners for conjugate gradients through distribution of eigenvalues ⋮ Dynamic scaling based preconditioning for truncated Newton methods in large scale unconstrained optimization ⋮ Nonmonotone curvilinear line search methods for unconstrained optimization ⋮ A survey of truncated-Newton methods

Uses Software

• TNPACK
• tn

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