Title
Practical Quasi-Newton algorithms for singular nonlinear systems
Abstract
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.
Year
DOI
Venue
2010
10.1007/s11075-010-9367-z
Numerical Algorithms
Keywords
Field
DocType
Nonlinear system of equations,Singular system,Quasi-Newton method,Local convergence,65H10,47J20
Convergence (routing),Quasi-Newton method,Mathematical optimization,Nonlinear system,Matrix (mathematics),Iterative method,Mathematical analysis,Singular solution,Algorithm,Local convergence,Rate of convergence,Mathematics
Journal
Volume
Issue
ISSN
55
4
1017-1398
Citations 
PageRank 
References 
9
0.56
10
Authors
3
Name
Order
Citations
PageRank
Sandra Buhmiler192.25
N. Krejić28913.29
Zorana Lužanin3243.62