Two global quasi-Newton algorithms for solving matrix polynomial equations

被引:0
作者
Macias, Mauricio [1 ]
Perez, Rosana [1 ]
Martinez, Hector Jairo [2 ]
机构
[1] Univ Cauca, Dept Math, Calle 5 4-70, Popayan 190003, Cauca, Colombia
[2] Univ Valle, Dept Math, Calle 13 100-00, Cali 76001, Valle Del Cauca, Colombia
关键词
Global quasi-Newton algorithm; Matrix polynomial equations; Exact line search; Convergence; EIGENVALUE PROBLEM;
D O I
10.1007/s40314-023-02450-3
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this article, we globalize the quasi-Newton algorithm proposed in Macias et al. (Appl Math Comput 441:127678, 2023) introducing an exact line search, we propose a polynomial approximation to the merit function and we deduce a sufficient condition for its minimization interval. We use the exact merit function and its approximation to propose two global quasi-Newton algorithms for solving matrix polynomial equations. For each algorithm, we prove that the exact line search does not affect the convergence of quasi-Newton method. In addition, we present comparative numerical tests of the algorithmic proposals in which we also compare with global Newton's method.
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页数:25
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