Nonlinear CG-like iterative methods (Q1196845)
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English | Nonlinear CG-like iterative methods |
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Nonlinear CG-like iterative methods (English)
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16 January 1993
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\textit{J. W. Daniel} [Numer. Math. 10, 125-131 (1967; Zbl 0178.183)] has introduced a conjugate gradient method which applies to nonlinear operators with symmetric Jacobians. A method for nonsymmetric, definite linear systems is Orthomin(1) [\textit{S. C. Eisenstat, H. C. Elman, M. H. Schultz}, SIAM J. Numer. Anal. 20, 345-357 (1983; Zbl 0524.65019)]. This paper discusses a generalization of Orthomin(1) to nonlinear operator equations, each iteration of which requires the solution of a scalar nonlinear equation. It is shown that, under certain conditions, the new method converges to a globally unique solution. Asymptotic steplength estimates and error bounds are also given. Two numerical examples, performed on a vector computer, each based on discretization of a nonlinear differential equation, are used to illustrate variants of nonlinear Orthomin.
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conjugate gradient method
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symmetric Jacobians
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Orthomin(1)
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nonlinear operator equations
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iteration
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asymptotic steplength estimates
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error bounds
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numerical examples
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