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Iterative Methods for Linear and Nonlinear Equations

C. T. Kelley
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TLDR
Preface How to Get the Software How to get the Software Part I.
Abstract
Preface How to Get the Software Part I. Linear Equations. 1. Basic Concepts and Stationary Iterative Methods 2. Conjugate Gradient Iteration 3. GMRES Iteration Part II. Nonlinear Equations. 4. Basic Concepts and Fixed Point Iteration 5. Newton's Method 6. Inexact Newton Methods 7. Broyden's Method 8. Global Convergence Bibliography Index.

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Numerical Optimization

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An Interior-Point Method for Large-Scale $\ell_1$ -Regularized Least Squares

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Jacobian-free Newton-Krylov methods: a survey of approaches and applications

TL;DR: The aim of this paper is to present the reader with a perspective on how JFNK may be applicable to applications of interest and to provide sources of further practical information.
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Atmospheric Modeling, Data Assimilation, and Predictability

Christopher K. Wikle
- 01 Nov 2005 - 
TL;DR: This monograph is an outstanding monograph on current research on skewelliptical models and its generalizations and does an excellent job presenting the depth of methodological research as well as the breath of application regimes.
References
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Matrix computations

Gene H. Golub
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Functional analysis

Walter Rudin
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GMRES: a generalized minimal residual algorithm for solving nonsymmetric linear systems

TL;DR: An iterative method for solving linear systems, which has the property of minimizing at every step the norm of the residual vector over a Krylov subspace.
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Iterative Solution of Nonlinear Equations in Several Variables

TL;DR: In this article, the authors present a list of basic reference books for convergence of Minimization Methods in linear algebra and linear algebra with a focus on convergence under partial ordering.