DOI QR코드

DOI QR Code

SEMILOCAL CONVERGENCE OF NEWTON'S METHOD FOR SINGULAR SYSTEMS WITH CONSTANT RANK DERIVATIVES

  • Argyros, Ioannis K. (Cameron University, Department of Mathematics Sciences) ;
  • Hilout, Said (Poitiers University, Laboratoire de Mathmematiques et Applications)
  • Received : 2010.09.22
  • Accepted : 2011.05.16
  • Published : 2011.05.31

Abstract

We provide a semilocal convergence result for approximating a solution of a singular system with constant rank derivatives, using Newton's method in an Euclidean space setting. Our approach uses more precise estimates and a combination of two Lipschitz-type conditions leading to the following advantages over earlier works [13], [16], [17], [29]: tighter bounds on the distances involved, and a more precise information on the location of the solution. Numerical examples are also provided in this study.

Keywords

References

  1. Argyros, I.K.: On the Newton-Kantorovich hypothesis for solving equations. J. Comput. Appl. Math. 169 (2004), 315-332. https://doi.org/10.1016/j.cam.2004.01.029
  2. Argyros, I.K.: A unifying local-semilocal convergence analysis and applications for two-point Newton-like methods in Banach space. J. Math. Anal. Appl. 298 (2004), 374-397. https://doi.org/10.1016/j.jmaa.2004.04.008
  3. Argyros, I.K.: On the semilocal convergence of the Gauss-Newton method. Adv. Nonlinear Var. Inequal. 8 (2005), 93-99.
  4. Argyros, I.K.: Computational theory of iterative methods. Studies in Computational Mathematics. Editors: C.K. Chui and L. Wuytack, 15, Elsevier, 2007, New York, U.S.A.
  5. Argyros, I.K.: On a class of Newton-like methods for solving nonlinear equations. J. Comput. Appl. Math. 228 (2009), 115-122. https://doi.org/10.1016/j.cam.2008.08.042
  6. Argyros, I.K. & Hilout, S.: Effcient methods for solving equations and variational inequalities. Polimetrica Publisher, Milano, Italy, 2009.
  7. Argyros, I.K. & Hilout, S.: Enclosing roots of polynomial equations and their applications to iterative processes. Surveys Math. Appl. 4 (2009), 119-132.
  8. Ben-Israel, A. & Greville, T.N.E.: Generalized inverses. Theory and applications. Sec- ond edition. CMS Books in Mathematics/Ouvrages de Mathematiques de la SMC, 15, Springer-Verlag, New York, 2003.
  9. Dedieu, J.P. & Kim, M-H.: Newton's method for analytic systems of equations with constant rank derivatives. J. Complexity 18 (2002), 187-209. https://doi.org/10.1006/jcom.2001.0612
  10. Dedieu, J.P. & Shub, M.: Newton's method for overdetermined systems of equations. Math. Comp. 69 (2000), 1099-1115.
  11. Gutierrez, J.M.: A new semilocal convergence theorem for Newton's method. J. Comput. Appl. Math. 79 (1997), 131-145. https://doi.org/10.1016/S0377-0427(97)81611-1
  12. Gutierrez, J.M. & Hernandez, M.A.: Newton's method under weak Kantorovich conditions. IMA J. Numer. Anal. 20 (2000), 521-532. https://doi.org/10.1093/imanum/20.4.521
  13. Haubler, W.M.: A Kantorovich-type convergence analysis for the Gauss-Newton- method, Numer. Math. 48 (1986), 119-125. https://doi.org/10.1007/BF01389446
  14. Hernandez, M.A.: The Newton method for operators with Holder continuous first derivative. J. Optim. Theory Appl. 109 (2001), 631-648. https://doi.org/10.1023/A:1017571906739
  15. He, J.S., Wang, J.H. & Li, C.: Newton's method for underdetermined systems of equations under the $\gamma$-condition. Numer. Funct. Anal. Optim. 28 (2007), 663-679. https://doi.org/10.1080/01630560701348509
  16. Hu, N., Shen, W. & Li, C.: Kantorovich's type theorems for systems of equations with constant rank derivatives. J. Comput. Appl. Math. 219 (2008), 110-122. https://doi.org/10.1016/j.cam.2007.07.006
  17. Kantorovich, L.V. & Akilov, G.P.: Functional Analysis. Pergamon Press, Oxford, 1982.
  18. Kim, M.H.: Computational complexity of the Euler type algorithms for the roots of polynomials. PhD Thesis, CUNY, 1986.
  19. Li, C., Hu, N. & Wang, J.: Convergence bahavior of Gauss-Newton's method and extensions to the Smale point estimate theory. J. Complexity 26 (2010), 268-295. https://doi.org/10.1016/j.jco.2010.02.001
  20. Li, C., Zhang, W-H. & Jin, X-Q.: Convergence and uniqueness properties of Gauss-Newton's method, Comput. Math. Appl. 47 (2004), 1057-1067. https://doi.org/10.1016/S0898-1221(04)90086-7
  21. Nashed, M.Z. & Chen, X.: Convergence of Newton-like methods for singular operator equations using outer inverses. Numer. Math. 66 (1993), 235-257. https://doi.org/10.1007/BF01385696
  22. Ortega, L.M. & Rheinboldt, W.C., Iterative Solution of Nonlinear Equations in Several Variables. Academic press, New York, 1970.
  23. Ostrowski, A.M.: Solution of Equations in Euclidean and Banach Spaces. Academic press, New York, 1973.
  24. Shub, M. & Smale, S.: Complexity of Bezout's theorem. IV. Probability of success, extensions. SIAM J. Numer. Anal. 33 (1996), 128-148. https://doi.org/10.1137/0733008
  25. Smale, S.: Newton's method estimates from data at one point. The merging of disciplines: new directions in pure, applied, and computational mathematics (Laramie, Wyo., 1985), 185-196, Springer, New York, 1986.
  26. Stewart, G.W. & Sun, J.G.: Matrix perturbation theory. Computer Science and Scien-tific Computing, Academic Press, Inc., Boston, MA, 1990.
  27. Wang, X.H.: Convergence of Newton's method and inverse function theorem in Banach space. Math. Comp. 68 (1999), no. 255, 169-186. https://doi.org/10.1090/S0025-5718-99-00999-0
  28. Xu, X. & Li, C.: Convergence of Newton's method for systems of equations with constant rank derivatives. J. Comput. Math. 25 (2007), 705-718.
  29. Xu, X. & Li, C.: Convergence criterion of Newton's method for singular systems with constant rank derivatives. J. Math. Anal. Appl. 345 (2008), 689-701. https://doi.org/10.1016/j.jmaa.2008.04.009