The modified Newton-Shamanskii method for the solution of a quadratic vector equation arising in Markovian binary trees (Q496510)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The modified Newton-Shamanskii method for the solution of a quadratic vector equation arising in Markovian binary trees |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The modified Newton-Shamanskii method for the solution of a quadratic vector equation arising in Markovian binary trees |
scientific article |
Statements
The modified Newton-Shamanskii method for the solution of a quadratic vector equation arising in Markovian binary trees (English)
0 references
22 September 2015
0 references
The authors apply the modified Newton-Shamanskii method to the vector equation arising in Markovian binary trees. Numerical experiments show that the modified Newton-Shamanskii method outperforms the Newton method.
0 references
Markovian binary tree
0 references
quadratic vector equation
0 references
Newton-Shamanskii method
0 references
minimal nonnegative solution
0 references
monotone convergence
0 references
numerical experiment
0 references
0 references
0 references
0 references
