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

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