NITSOL : A Newton iterative solver for nonlinear systems

We introduce a well-developed Newton iterative (truncated Newton) algorithm for solving large-scale nonlinear systems. The framework is an inexact Newton method globalized by backtracking. Trial steps are obtained using one of several Krylov subspace methods. The algorithm is implemented in a Fortra...

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Bibliographic Details
Published in:SIAM journal on scientific computing 1998-01, Vol.19 (1), p.302-318
Main Authors: PERNICE, M, WALKER, H. F
Format: Article
Language:English
Subjects:
ALGEBRA
ALGORITHMS
DESIGN
Exact sciences and technology
Flows through porous media
Fluid dynamics
Fundamental areas of phenomenology (including applications)
Globalization
ITERATIVE METHODS
Linear algebra
Mathematics
MATHEMATICS, COMPUTERS, INFORMATION SCIENCE, MANAGEMENT, LAW, MISCELLANEOUS
Methods
NEWTON METHOD
Nonhomogeneous flows
Nonlinear algebraic and transcendental equations
NONLINEAR PROBLEMS
Numerical analysis
Numerical analysis. Scientific computation
Numerical linear algebra
Partial differential equations, boundary value problems
Physics
Sciences and techniques of general use
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Summary:We introduce a well-developed Newton iterative (truncated Newton) algorithm for solving large-scale nonlinear systems. The framework is an inexact Newton method globalized by backtracking. Trial steps are obtained using one of several Krylov subspace methods. The algorithm is implemented in a Fortran solver called NITSOL that is robust yet easy to use and provides a number of useful options and features. The structure offers the user great flexibility in addressing problem specificity through preconditioning and other means and allows easy adaptation to parallel environments. Features and capabilities are illustrated in numerical experiments.
ISSN:1064-8275
1095-7197
DOI:10.1137/S1064827596303843