Convergence analysis of modified Newton-HSS method for solving systems of nonlinear equations

DOI10.1007/S11075-012-9684-5MaRDI QIDQ2636951zbMATH OpenOpenAlexFDO

Authors Qingbiao Wu, M. Chen

Publication date 18 February 2014

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-012-9684-5

zbMATH Keywords

convergence analysisHermitian splittinginexact Newton methodinner-outer iterative methodmodified Newton-method, large sparse systemsNewton-HSS methodpositive-definite Jacobian matricesskew-Hermitian splittingsystem of nonlinear equations

Mathematics Subject Classification ID

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

Review text

Inexact Newton methods are often employed to solve nonlinear systems of the form \(F(x) = 0\), such that \(F: \mathbf{D} \subset \mathbb C^n \rightarrow \mathbb C^n\) is continuously differentiable, and the generated Jacobian matrices are large, sparse, non-Hermitian and positive definite. Such methods can be characterized as inner-outer iterative methods, as linear iterative methods are applied to solve approximately the Newton equation \(F'(x_k)s_k = -F(x_k)\) for \(k \geq 0\) (this is the inner iteration), generated by Newton's method (the outer iteration). \textit{Z. Bai} and \textit{X. Guo} [J. Comput. Math. 28, No. 2, 235--260 (2010; Zbl 1224.65133)] introduced a Newton-HSS method to solve these systems, employing the Hermitian and skew-Hermitian splitting method for the inner iteration. \textit{M. T. Darvishi} and \textit{A. Barati} [Appl. Math. Comput. 187, No. 2, 630--635 (2007; Zbl 1116.65060)] introduced the modified Newton method to solve the simple roots of nonlinear equations, the main advantage of their method over Newton's method being that it has \(R\)-order of convergence at least three, while Newton's method converges quadratically. In the present paper, the authors combine these two methods to obtain a modified Newton-HSS (MN-HSS) method. Specifically, each inner iteration step of the modified Newton-HSS method requires that two linear systems are solved: \(F'(x_k)d_k = -F(x_k)\), \(y_k = x_k+d_k\), and \(F'(x_k)h_k = -F(y_k)\), \(x_{k+1} = y_k+h_k\), and these are solved approximately by the HSS-method. The authors prove local and semilocal convergence. The necessary hypotheses for and properties of both types of convergence are similar to those for the Newton HSS-method. The authors also introduce a global modified HSS-Newton method which has global convergence properties. The authors compare their method to the Newton HSS-method on the two-dimensional nonlinear convection-diffusion equation given in Bai and Guo's paper [loc. cit.], as well as a nonlinear problem they refer to as BROYDN3D, which contains \(n\) coupled quadratic equations. The modified Newton HSS-method takes less time and fewer iterations than the Newton HSS-method, but the error estimate is generally larger.

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Cited in

(36)

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