Practical Quasi-Newton algorithms for singular nonlinear systems

被引：0
作者：
Sandra Buhmiler
Nataša Krejić
Zorana Lužanin
机构：
[1] University of Novi Sad,Department of Mathematics, Faculty of Engineering
[2] University of Novi Sad,Department of Mathematics and Informatics, Faculty of Science
来源：
Numerical Algorithms | 2010年 / 55卷
关键词：
Nonlinear system of equations; Singular system; Quasi-Newton method; Local convergence; 65H10; 47J20;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Quasi-Newton methods for solving singular systems of nonlinear equations are considered in this paper. Singular roots cause a number of problems in implementation of iterative methods and in general deteriorate the rate of convergence. We propose two modifications of QN methods based on Newton’s and Shamanski’s method for singular problems. The proposed algorithms belong to the class of two-step iterations. Influence of iterative rule for matrix updates and the choice of parameters that keep iterative sequence within convergence region are empirically analyzed and some conclusions are obtained.
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页码：481 / 502
页数：21
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