factorization updates

Preconditioning issues in the numerical solution of nonlinear equations and nonlinear least squares

  • Stefania Bellavia
  • Margherita Porcelli
    • Categories Nonlinear Optimization Tags , ,

    Second order methods for optimization call for the solution of sequences of linear systems. In this survey we will discuss several issues related to the preconditioning of such sequences. Covered topics include both techniques for building updates of factorized preconditioners and quasi-Newton approaches. Sequences of unsymmetric linear systems arising in Newton- Krylov methods will be … Read more

    New updates of incomplete LU factorizations and applications to large nonlinear systems

  • Stefania Bellavia
  • Benedetta Morini
  • Margherita Porcelli
    • Categories Nonlinear Optimization Tags , , , ,

    In this paper, we address the problem of preconditioning sequences of large sparse nonsymmetric systems of linear equations and present two new strategies to construct approximate updates of factorized preconditioners. Both updates are based on the availability of an incomplete LU (ILU) factorization for one matrix of the sequence and differ in the approximation of … Read more