SOR-SECANT METHODS

被引：7
|
作者：
MARTINEZ, JM
机构：
[1] State Univ of Campinas, Campinas
来源：
SIAM JOURNAL ON NUMERICAL ANALYSIS | 1994年 / 31卷 / 01期
关键词：
NONLINEAR SYSTEMS; QUASI-NEWTON METHODS; FIXED-POINT QUASI-NEWTON METHODS; LEAST-CHANGE SECANT UPDATE METHODS; SOP-NEWTON METHODS;
D O I：
10.1137/0731011
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A family of SOP-secant methods for solving large-scale nonlinear systems of equations is introduced. The components and the variables of the system are divided into m blocks. At each cycle of the method, the groups of components ace changed one at a time using a quasi-Newton (least-change secant) step. Proofs of local convergence at an ideal rate are given, which use the theory of fixed-point quasi-Newton methods [J.M. Martinez, SIAM J. Numer. Anal., 29 (1992), pp. 1413-1434]. Numerical experiments are presented.
引用
收藏
页码：217 / 226
页数：10
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