Local convergence analysis of tensor methods for nonlinear equations

DOI10.1007/BF01585177MaRDI QIDQ1321657zbMATH OpenFDO

Authors Dan Feng, Paul D. Frank, Robert B. Schnabel

Publication date 13 October 1994

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01585177

zbMATH Keywords

local convergencesuperlinear convergencetensor methods

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10)

Review text

The authors analyze the local convergence of two versions of tensor methods, on problems where the Jacobian at the root has a null space of rank one. It is shown that under mild conditions the sequence of iterates converges locally and two or three-step \(Q\)-superlinearly to the solution with \(Q\)-order 3/2, while standard methods converge linearly with constant converging to 1/2. The paper also confirms that tensor methods converge at least quadratically on problems where the Jacobian at the root is nonsingular.

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Cites work

• A New Acceleration Method for Newton’s Method at Singular Points
• Algorithm 768: TENSOLVE
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• Convergence Acceleration for Newton’s Method at Singular Points
• Convergence Rates for Newton’s Method at Singular Points
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
• scientific article; zbMATH DE number 3393631 (Why is no real title available?)
• Newton’s Method at Singular Points. I
• Newton’s Method at Singular Points. II
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• Tensor Methods for Nonlinear Equations
• Tensor Methods for Unconstrained Optimization Using Second Derivatives

Cited in

(9)

• A ABS algorithm for solving singular nonlinear system with space transformation
• Tensor methods for large sparse systems of nonlinear equations
• Tensor methods for solving symmetric \({\mathcal {M}}\)-tensor systems
• Tensor-Krylov methods for large nonlinear equations
• Local convergence of tensor methods
• Local convergence analysis of inverse iteration algorithm for computing the H-spectral radius of a nonnegative weakly irreducible tensor
• A globally convergent method for solving nonlinear equations without the differentiability condition
• A modified Brown algorithm for solving singular nonlinear systems with rank defects
• Practical quasi-Newton algorithms for singular nonlinear systems

Describes a project that uses

Uses Software

• TENSOLVE
• LINPACK

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