Solving systems of nonlinear equations using the Lyapunov direct method

DOI10.1016/0898-1221(90)90160-LMaRDI QIDQ1173902zbMATH OpenOpenAlexFDO

Authors Z. R. Novaković

Publication date 25 June 1992

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(90)90160-l

zbMATH Keywords

convergencedirect Lyapunov methodfixed pointsiterative methodsLyapunov functionsnumerical examplessteepest descent method

Mathematics Subject Classification ID

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

Review text

The paper is devoted to the issue of finding the value of the parameter \(k\) which guarantees the fastest convergence of the steepest descent method \(x_{k+1}=x_ k-k J^ T_ k f_ k\), \(k>0\), for solving a system of algebraic or transcendental equations of the form: (1) \(f(x)=0\). The author shows the way of a direct Lyapunov method to this problem and presents a broad list of Lyapunov functions which are suitable to some of the forms of the system (1). Numerical examples are presented with estimates of the convergence rate and time evolution.

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