CQuasiNewtonInvLeastSquares.hpp File Reference

Implements a method to accelerate and stabilize the convergence of fixed point iterations, the history of past iterates is used to compute a least squares approximation of the inverse of the Jacobian, which is then used to correct the natural solution of the fixed point iteration. More...

#include "../parallelization/omp_structure.hpp"
#include "../parallelization/mpi_structure.hpp"
#include "CSymmetricMatrix.hpp"

Go to the source code of this file.

Classes
class	CQuasiNewtonInvLeastSquares< Scalar_t, WithMPI >
	A quasi-Newton fixed-point (FP) accelerator based on IQN-ILS. More...

Detailed Description

Implements a method to accelerate and stabilize the convergence of fixed point iterations, the history of past iterates is used to compute a least squares approximation of the inverse of the Jacobian, which is then used to correct the natural solution of the fixed point iteration.

Note

Based on the IQN-ILS method, see DOI 10.1007/s11831-013-9085-5 and references therein.

Author

P. Gomes

Version

8.5.0 "Harrier"

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