Algorithm 1.
Outer iteration of the designed inexact Newton–Krylov method.
1: | compute , and ; k ← 0 | |
2: | while true do | |
3: | stop ← (4.9) | |
4: | if stop break | |
5: | sk ← solve (4.4) given , and | ▷ Newton step |
6: | αk ← perform line search on sk | |
7: | , | |
8: | ||
9: | (4.1a) forward in time given | ▷ forward solve |
10: | ||
11: | (4.1b) backward in time given and | ▷ adjoint solve |
12: | compute and given , and | |
13: | k ← k + 1 | |
14: | end while |