NITSOL

Large-scale systems of nonlinear equations

NITSOL implements a globalized Newton iterative method to determine an approximate zero of a given function. Restarted GMRES is used to obtain approximate solutions of the linear systems that characterize Newton steps; GMRES iterations are terminated when the linear residual norm satisfies an inexact Newton condition. Globalization is by safeguarded backtracking as outlined by Eisenstat and Walker (1991). The present code is in Fortran, double-precision.

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Contact:

Homer Walker 
Mathematics and Statistics Department
Utah State University 
Logan, UT 84322--3900 
walker@math.usu.edu

Reference:

S. C. Eisenstat and H. F. Walker, Globally convergent inexact Newton methods, Research Report February/91/51, Mathematics and Statistics Department, Utah State University, 1991.

H. F. Walker, NITSOL (version 1): A GMRES-backtracking Newton iterative solver, Research Report (to appear), Mathematics and Statistics Department, Utah State University, 1993.

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