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

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

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Cited in

(13)

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

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Uses Software

• TNPACK
• tn

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