For the Newton algorithm we need to solve repeatedly a large sparse system of linear equations (3.5-13).
As mentioned above the coefficient matrix, i.e. the Jacobian matrix , has a nine block-diagonal structure. Only the nine block-diagonals (Figure 3.5-1) of the matrix have non-zero elements and are therefore stored. Considerable effort has been made in house by Heinreichsberger and Stiftinger [Hei92] on iterative methods, so we omit the discussion of the algorithms. In PROMIS two linear solvers are usually provided, a direct GAUSS solver and an iterative SOR (Successive Over-Relaxation) solver. Both are highly customized to the matrix structure.