Convergence of asynchronous Jacobi-Newton-iterations

DOI10.1002/(SICI)1099-1506(199903)6:2%3C157::AID-NLA154%3E3.0.CO;2-QMaRDI QIDQ2760348zbMATH OpenOpenAlexFDO

Authors U. Schrader

Publication date 19 December 2001

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/(sici)1099-1506(199903)6:2%3C157::aid-nla154%3E3.0.co;2-q

zbMATH Keywords

\(M\)-functionsasynchronous iterationsJacobi-Newton iterative methodsmonotone convergenceparallel algorithmssystems of nonlinear equations

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Parallel numerical computation (65Y05)

Review text

The paper extends the classical results about the monotone convergence of the Jacobi-Newton iterations for nonlinear systems with a nonlinear mapping which has a nonsingular \(M\)-function as Fréchet derivative. It is shown that the monotone convergence remains valid also in the case of asynchronous iterations but only if some modification of the Jacobi-Newton operator is exploited. The paper is completed by parallel computations which allow to assess the gain of asynchronous iterations. This gain is visible mainly in the case of imbalanced load on the processors.

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Cited in

(4)

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