Band preconditioners for the matrix-free truncated Newton method
This report is devoted to preconditioning techniques for the matrix-free truncated Newton method. After a review of basic known pproaches, we propose ew results concerning tridiagonal and pentadiagonal preconditioners based on the standard BFGS updates and on numerical differentiation. Furthermore, we present results of extensive numerical experiments serving for the careful comparison of suitable preconditioning … Read more