Publication Date:
2019-06-28
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.
Keywords:
COMPUTER PROGRAMMING AND SOFTWARE
Type:
NASA-CR-188867
,
NAS 1.26:188867
,
RIACS-TR-90-31
Format:
application/pdf
Permalink
