Modified Cholesky Factorizations for Sparse Preconditioners

DOI10.1137/0914026MaRDI QIDQ5286358zbMATH OpenOpenAlexWikidataFDO

Authors 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

Cholesky factorizationconvergence accelerationlarge 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)

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Cited in

(13)

• A survey of truncated-Newton methods
• Accuracy of preconditioned CG-type methods for least squares problems.
• A Max-Plus Approach to Incomplete Cholesky Factorization Preconditioners
• Partitioning group correction Cholesky techniques for large scale sparse unconstrained optimization
• Locality of reference in sparse Cholesky factorization methods
• Modified controlled Cholesky factorization for preconditioning linear systems from the interior-point method
• A chordal preconditioner for large-scale optimization
• scientific article; zbMATH DE number 2146946 (Why is no real title available?)
• Analysis of preconditioners for conjugate gradients through distribution of eigenvalues
• Multiple-rank modifications of a sparse Cholesky factorization
• Nonmonotone curvilinear line search methods for unconstrained optimization
• Dynamic scaling based preconditioning for truncated Newton methods in large scale unconstrained optimization
• Numerical experiments with the Lancelot package (Release \(A\)) for large-scale nonlinear optimization

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Uses Software

• tn
• TNPACK

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