Modified Newton-MDPMHSS method for solving nonlinear systems with block two-by-two complex symmetric Jacobian matrices

被引:6
作者
Chen, Min-Hong [1 ]
Wu, Qing-Biao [2 ]
机构
[1] Zhejiang Sci Tech Univ, Dept Math, Hangzhou 310029, Zhejiang, Peoples R China
[2] Zhejiang Univ, Dept Math, Hangzhou 310018, Zhejiang, Peoples R China
基金
浙江省自然科学基金; 中国国家自然科学基金;
关键词
Splitting iteration; Modified Newton-MDPMHSS method; Large sparse nonlinear system; Block two-by-two complex symmetric matrices; Local convergence analysis; 65F10; 65F50; 65H10; HERMITIAN SPLITTING METHODS; ITERATION METHODS; LINEAR-SYSTEMS; EQUATIONS;
D O I
10.1007/s11075-018-0488-0
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this study, an efficient iterative method is given to solve large sparse nonlinear systems with block two-by-two complex symmetric Jacobian matrices. Based on the double-parameter preconditioned MHSS (DPMHSS) method, a modified double-parameter preconditioned MHSS (MDPMHSS) method is developed to solve a class of linear systems with block two-by-two complex coefficient matrices. Then, a modified Newton-MDPMHSS method for solving nonlinear systems with block two-by-two complex symmetric Jacobian matrices is obtained, which MDPMHSS is employed as the inner iteration and the modified Newton method is employed as the outer iteration. Local convergence analysis is given for the new present method under Holder condition, which is weaker than Lipschitz condition. At last, numerical results are reported to verify the efficiency of the new method.
引用
收藏
页码:355 / 375
页数:21
相关论文
共 26 条
[1]   A choice of forcing terms in inexact Newton method [J].
An, Heng-Bin ;
Mo, Ze-Yao ;
Liu, Xing-Ping .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2007, 200 (01) :47-60
[2]   A globally convergent Newton-GMRES method for large sparse systems of nonlinear equations [J].
An, Heng-Bin ;
Bai, Zhong-Zhi .
APPLIED NUMERICAL MATHEMATICS, 2007, 57 (03) :235-252
[3]  
Bai ZZ, 2007, IMA J NUMER ANAL, V27, P1, DOI [10.1093/imanum/drl017, 10.1093/imanum/dr1017]
[4]   Additive block diagonal preconditioning for block two-by-two linear systems of skew-Hamiltonian coefficient matrices [J].
Bai, Zhong-Zhi ;
Chen, Fang ;
Wang, Zeng-Qi .
NUMERICAL ALGORITHMS, 2013, 62 (04) :655-675
[5]   Preconditioned MHSS iteration methods for a class of block two-by-two linear systems with applications to distributed control problems [J].
Bai, Zhong-Zhi ;
Benzi, Michele ;
Chen, Fang ;
Wang, Zeng-Qi .
IMA JOURNAL OF NUMERICAL ANALYSIS, 2013, 33 (01) :343-369
[6]   On preconditioned MHSS iteration methods for complex symmetric linear systems [J].
Bai, Zhong-Zhi ;
Benzi, Michele ;
Chen, Fang .
NUMERICAL ALGORITHMS, 2011, 56 (02) :297-317
[7]   Modified HSS iteration methods for a class of complex symmetric linear systems [J].
Bai, Zhong-Zhi ;
Benzi, Michele ;
Chen, Fang .
COMPUTING, 2010, 87 (3-4) :93-111
[8]   ON NEWTON-HSS METHODS FOR SYSTEMS OF NONLINEAR EQUATIONS WITH POSITIVE-DEFINITE JACOBIAN MATRICES [J].
Bai, Zhong-Zhi ;
Guo, Xue-Ping .
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2010, 28 (02) :235-260
[9]   On generalized successive overrelaxation methods for augmented linear systems [J].
Bai, ZZ ;
Parlett, BN ;
Wang, ZQ .
NUMERISCHE MATHEMATIK, 2005, 102 (01) :1-38
[10]   Block triangular and skew-Hermitian splitting methods for positive-definite linear systems [J].
Bai, ZZ ;
Golub, GH ;
Lu, LZ ;
Yin, JF .
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2005, 26 (03) :844-863