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Dec 11 at 10:30 comment added JeeyCi solutions using sparsity of banded matrices
Mar 17, 2018 at 16:57 history bounty ended oliver
Mar 15, 2018 at 5:58 vote accept oliver
Mar 10, 2018 at 16:28 comment added HBR Sparsity only speeds it up. If the function is not smooth I doubt it would be adding more variables, because you still have the same function.
Mar 10, 2018 at 16:15 comment added oliver So near the solution sparsity doesn't matter for Newton? But could't one hope that far from the solution the "greater freedom" allows Newton to navigate more easily through difficult terrain / narrow valleys and such? Sorry for the vague language, I'm not doing numerics regularly...
Mar 10, 2018 at 16:12 comment added HBR The convergence is related with the method: Newton method has second order convergence near the solution whatever the function.
Mar 10, 2018 at 16:10 comment added oliver Thanks. Of course, it was clear to me that there is no computational advantage with the proposed scheme. Thus my question about faster convergence because this potentially means less function evaluations. So you basically agree, that the transition to sparse could be beneficial?
Mar 10, 2018 at 16:03 history answered HBR CC BY-SA 3.0