An all-at-once linear system arising from the nonlinear tempered fractional diffusion equation with variable coefficients is studied. Firstly, the nonlinear and linearized implicit schemes are proposed to approximate such the nonlinear equation with continuous/discontinuous coefficients. The stabilities and convergences of the two schemes are proved under several suitable assumptions, and numerical examples show that the convergence orders of these two schemes are $1$ in both time and space. Secondly, a nonlinear all-at-once system is derived based on the nonlinear implicit scheme, which may suitable for parallel computations. Newtons method, whose initial value is obtained by interpolating the solution of the linearized implicit scheme on the coarse space, is chosen to solve such the nonlinear all-at-once system. To accelerate the speed of solving the Jacobian equations appeared in Newtons method, a robust preconditioner is developed and analyzed. Numerical examples are reported to demonstrate the effectiveness of our proposed preconditioner. Meanwhile, they also imply that such the initial guess for Newtons method is more suitable.
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