### Résumé

langue originale | Anglais |
---|---|

Pages (de - à) | 912-935 |

Nombre de pages | 24 |

journal | SIAM Journal on Optimization |

Numéro de publication | 3 |

état | Non publié - 2011 |

### Empreinte digitale

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*SIAM Journal on Optimization*, Numéro 3, p. 912-935.

**On a class of limited memory preconditioners for large scale linear systems with multiple right-hand sides.** / Gratton, Serge; Sartenaer, Annick; Tshimanga Ilunga, Jean.

Résultats de recherche: Contribution à un journal/une revue › Article

TY - JOUR

T1 - On a class of limited memory preconditioners for large scale linear systems with multiple right-hand sides

AU - Gratton, Serge

AU - Sartenaer, Annick

AU - Tshimanga Ilunga, Jean

PY - 2011

Y1 - 2011

N2 - This work studies a class of limited memory preconditioners (LMPs) for solving linear (positive-definite) systems of equations with multiple right-hand sides. We propose a class of (LMPs), whose construction requires a small number of linearly independent vectors. After exploring the theoretical properties of the preconditioners, we focus on three particular members: spectral-LMP, quasi-Newton-LMP, and Ritz-LMP. We show that the first two are well known, while the third is new. Numerical tests indicate that the Ritz-LMP is efficient on a real-life nonlinear optimization problem arising in a data assimilation system for oceanography.

AB - This work studies a class of limited memory preconditioners (LMPs) for solving linear (positive-definite) systems of equations with multiple right-hand sides. We propose a class of (LMPs), whose construction requires a small number of linearly independent vectors. After exploring the theoretical properties of the preconditioners, we focus on three particular members: spectral-LMP, quasi-Newton-LMP, and Ritz-LMP. We show that the first two are well known, while the third is new. Numerical tests indicate that the Ritz-LMP is efficient on a real-life nonlinear optimization problem arising in a data assimilation system for oceanography.

KW - preconditioners

KW - limited memory

KW - linear systems

KW - conjugate gradient

M3 - Article

SP - 912

EP - 935

JO - SIAM Journal on Optimization

JF - SIAM Journal on Optimization

SN - 1052-6234

IS - 3

ER -