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解非线性方程组的一种新算法
A NEW ALGORITHM FOR SOLVING NONLINFAR FQUATIONS
【摘要】 本文提出解多元非线性方程组的一种新算法—加边修正法。 此方法保持稀疏性和对称性的传递性。如果F′(x)是对称正定的,则近似Jacobi阵具有正定对称性的传递性。此外,该算法具有局部收敛性和超线性敛速。 此算法利用初始近似Jacobi阵的Cholesky分解,然后,在每步中直接修正此三角分解,因此减少了计算量。
【Abstract】 This paper provides a new algorithm for solving nonlnear equations F(x) = 0 in Several variables-"the update method with the side" .The algorithm has the property of hereditary Symmetric and sparisy. Moreover, if F’(x) is positive, then, the approximation Jacobian is positive, too. In addition, the algorithm has superlinear rate of convergence and global convergence.The algorithm employs an initial cholesky factorization of the approximation Jacobian. The method then updates the triangulay factors directly at each step.Therefore it reduces the complexity of computation.
- 【文献出处】 工程数学学报 ,Chinese Journal of Engineering Mathematics , 编辑部邮箱 ,1988年02期
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