Courant Institute of Mathematical Sciences
251 Mercer Street
New York, NY 10012
Phone: (212) 998-3116
University of Utah,Department of Mathematics,
Salt Lake City, Utah, 84112
|Algorithm||Truncated Newton Method using the preconditioned conjugate gradient algorithm|
|Modeling Languages link|
|Platform||Any machine with a reasonable amount of memory and a Fortran compiler|
|Remarks||TNPACK uses a preconditioned conjugate gradient method to solve the Newton equations approximately at every step.
Modifications are incorporated to handle indefiniteness of both the Hessian and the preconditioner. The preconditioning matrix (usually a sparse approximation to the Hessian) is provided by the user. It is factored by a sparse modified Cholesky factorization based on the Yale Sparse Matrix Package.
TNPACK is intended to solve complex problems that arise in practical applications, such as computational chemistry and biology, where a natural separability or hierarchy in complexity exists among the different functional components. The user can adapt details of the algorithm to suit the problem at hand (for example, by preconditioning and variable reordering).