This will write out files for the matrix and the residual vector for each Newton iteration and each process. A and b can also be accessed via assembler.jacobian() and assembler.residual() respectively.
You may then compare files using, e.g., kompare or meld.
Keep in mind that the MatrixMarketformat uses indices starting with 1 instead of 0.
For rather small matrices, you may also directly print the output to the terminal, giving you a graphical impression of the structure:
Dune::printmatrix(std::cout, M, "", "", 10/*width*/, 2/*precision*/);