A Globally Convergent Newton-GMRES Subspace Method for Systems of Nonlinear Equations

Authors:
Stefania Bellavia;Benedetta Morini
Affiliations:
-;-
Venue:
SIAM Journal on Scientific Computing
Year:
2001

Citing 0
Cited 14

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Abstract

Newton--Krylov methods are variants of inexact Newton methods where the approximate Newton direction is taken from a subspace of small dimension. Here we introduce a new hybrid Newton-GMRES method where a global strategy restricted to a low-dimensional subspace generated by GMRES is performed. The obtained process is consistent with preconditioning and with matrix-free implementation. Computational results indicate that our proposal enhances the classical backtracking inexact method.