Low-rank update of preconditioners for the inexact Newton method with SPD Jacobian
In this note preconditioners for the Conjugate Gradient method are studied to solve the Newton system with a symmetric positive definite Jacobian. In particular, we define a sequence of preconditioners built by means of BFGS rank-two updates. Reasonable conditions are derived which guarantee that the preconditioned matrices are not far from the identity in a matrix norm. Some notes on the implementation of the corresponding inexact Newton method are given and some numerical results on a number of model problems illustrate the efficiency of the proposed preconditioners. (C) 2010 Elsevier Ltd. All rights reserved.
inexact newton method quasi-newton method krylov iterations updating preconditioners