We address the problem of preconditioning sequences of large sparse indefinite systems of linear equations arising in the solution of large nonlinear systems via Newton-Krylov methods. We present two new strategies to construct approximate updates of a factorized preconditioner for a reference matrix of the sequence. Both updates are based on the availability of an incomplete factorization for one matrix of the sequence and differ in the approximation of the so-called ideal updates. Furthermore, nearly matrix-free implementations are discussed.

New preconditioner updates in Newton-Krylov methods for nonlinear systems

Porcelli M;
2013

Abstract

We address the problem of preconditioning sequences of large sparse indefinite systems of linear equations arising in the solution of large nonlinear systems via Newton-Krylov methods. We present two new strategies to construct approximate updates of a factorized preconditioner for a reference matrix of the sequence. Both updates are based on the availability of an incomplete factorization for one matrix of the sequence and differ in the approximation of the so-called ideal updates. Furthermore, nearly matrix-free implementations are discussed.
2013
Istituto di Scienza e Tecnologie dell'Informazione "Alessandro Faedo" - ISTI
Large scale optimization
Nonlinear otimization
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/249667
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