The modified Newton-Shamanskii method for the solution of a quadratic vector equation arising in Markovian binary trees (Q496510)
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scientific article; zbMATH DE number 6484023
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| English | The modified Newton-Shamanskii method for the solution of a quadratic vector equation arising in Markovian binary trees |
scientific article; zbMATH DE number 6484023 |
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The modified Newton-Shamanskii method for the solution of a quadratic vector equation arising in Markovian binary trees (English)
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22 September 2015
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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.
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Markovian binary tree
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quadratic vector equation
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Newton-Shamanskii method
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minimal nonnegative solution
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monotone convergence
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numerical experiment
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0.9286072850227356
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0.8504287600517273
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0.8446705937385559
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0.8435128927230835
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