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Fast secant methods for the iterative solution of large nonsymmetric linear systems
| Content Provider | NASA Technical Reports Server (NTRS) |
|---|---|
| Author | Deuflhard, Peter Freund, Roland Walter, Artur |
| Copyright Year | 1990 |
| Description | A family of secant methods based on general rank-1 updates was revisited in view of the construction of iterative solvers for large non-Hermitian linear systems. As it turns out, both Broyden's good and bad update techniques play a special role, but should be associated with two different line search principles. For Broyden's bad update technique, a minimum residual principle is natural, thus making it theoretically comparable with a series of well known algorithms like GMRES. Broyden's good update technique, however, is shown to be naturally linked with a minimum next correction principle, which asymptotically mimics a minimum error principle. The two minimization principles differ significantly for sufficiently large system dimension. Numerical experiments on discretized partial differential equations of convection diffusion type in 2-D with integral layers give a first impression of the possible power of the derived good Broyden variant. |
| File Size | 1126408 |
| Page Count | 42 |
| File Format | |
| Alternate Webpage(s) | http://archive.org/details/NASA_NTRS_Archive_19920002437 |
| Archival Resource Key | ark:/13960/t2n63fm6s |
| Language | English |
| Publisher Date | 1990-07-01 |
| Access Restriction | Open |
| Subject Keyword | Computer Programming And Software Linear Systems Hermitian Polynomial Error Analysis Algorithms Partial Differential Equations Iterative Solution Linear Equations Diffusion Convection Ntrs Nasa Technical Reports Server (ntrs) Nasa Technical Reports Server Aerodynamics Aircraft Aerospace Engineering Aerospace Aeronautic Space Science |
| Content Type | Text |
| Resource Type | Technical Report |
