Algorithm 809: PREQN Fortran 77 subroutines for preconditioning the conjugate gradient method.

PREQN is a package of Fortran 77 subroutins for automatically generating preconditioners for the conjugate gradient method. It is designed for solving a sequence of linear systems Aix = bi, i = 1?, t, where the coefficient matrices Ai are symmetric and positive definite and vary slowly. Problems of...

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Bibliographic Details

Published in:	ACM transactions on mathematical software. 27, 1 (2001).
Main Author:	Morales, José Luis
Other Authors:	Nocedal, Jorge
Format:	Article
Language:	English
Subjects:	Hessian-free Newton method. Conjugate gradient method. Limited-memory method. Preconditioning. Quasi-Newton method.