An accelerated version of Newton's method with convergence order √3
被引:4
|
作者:
McDougall, Trevor J.
论文数: 0引用数: 0
h-index: 0
机构:
Univ New South Wales, Sch Math & Stat, Sydney, NSW 2052, AustraliaUniv New South Wales, Sch Math & Stat, Sydney, NSW 2052, Australia
McDougall, Trevor J.
[1
]
Wotherspoon, Simon J.
论文数: 0引用数: 0
h-index: 0
机构:
Univ Tasmania, Inst Marine & Atmospher Studies, Private Bag 129, Hobart, Tas 7001, Australia
Australian Antarctic Div, 203 Channel Highway, Kingston, Tas 7050, AustraliaUniv New South Wales, Sch Math & Stat, Sydney, NSW 2052, Australia
Wotherspoon, Simon J.
[2
,3
]
Barker, Paul M.
论文数: 0引用数: 0
h-index: 0
机构:
Univ New South Wales, Sch Math & Stat, Sydney, NSW 2052, AustraliaUniv New South Wales, Sch Math & Stat, Sydney, NSW 2052, Australia
Barker, Paul M.
[1
]
机构:
[1] Univ New South Wales, Sch Math & Stat, Sydney, NSW 2052, Australia
[2] Univ Tasmania, Inst Marine & Atmospher Studies, Private Bag 129, Hobart, Tas 7001, Australia
[3] Australian Antarctic Div, 203 Channel Highway, Kingston, Tas 7050, Australia
A root-finding method is developed that, like Newton's Method, evaluates both the function and its first derivative once per iteration, but the new method converges at the rate root 3 + 1, and moreover, it's asymptotic error constant is proportional to the function's fourth order derivative. By contrast, Newton's Method converges quadratically with the asymptotic error constant being proportional to the function's second order derivative. Each iteration (except the first) of our Accelerated Newton's Method (ANM) uses the values of both the function and its first derivative at the previous iteration in order to estimate the function's second derivative. For the initial iteration we develop and recommend the use of a modified version of Jarratt's Method; a method that calculates the derivative of the function twice in each iteration. Like Jarratt's Method, our modification of it converges with the fourth power of the initial error, but our asymptotic error constant depends primarily on the product of the function's second and third order derivatives rather than depending separately on the value of the second derivative. The efficient performance of our Accelerated Newton's Method (ANM) is illustrated using nine test functions and a range of initial values for each test function. These tests indicate that our Accelerated Newton's Method requires on average 30% fewer function and derivative evaluations than the straightforward Newton's Method to achieve the same accuracy; noting again that the function and its derivative are evaluated once per iteration, exactly as in Newton's Method. Moreover, we find that our Accelerated Newton's Method is more robust than Newton's Method in that it converges to the root over a wider range of initial conditions. (C) 2019 The Author(s). Published by Elsevier B.V.
机构:
Zhejiang Univ Water Resources & Elect Power, Hangzhou 310018, Zhejiang, Peoples R ChinaZhejiang Univ Water Resources & Elect Power, Hangzhou 310018, Zhejiang, Peoples R China
Zhang, Yan
Wang, Jinhua
论文数: 0引用数: 0
h-index: 0
机构:
Zhejiang Univ Technol, Dept Math, Hangzhou 310032, Zhejiang, Peoples R ChinaZhejiang Univ Water Resources & Elect Power, Hangzhou 310018, Zhejiang, Peoples R China
Wang, Jinhua
Guu, Sy-Ming
论文数: 0引用数: 0
h-index: 0
机构:
Chang Gung Univ, Coll Management, Grad Inst Business & Management, Taoyuan, Taiwan
Chang Gung Mem Hosp, Div Med Res, Taipei, TaiwanZhejiang Univ Water Resources & Elect Power, Hangzhou 310018, Zhejiang, Peoples R China
机构:
Shanghai Univ, Dept Math, Shanghai 200444, Peoples R China
Wuhan Univ, State Key Lab Water Resources & Hydropower Engn S, Wuhan 430072, Peoples R ChinaShanghai Univ, Dept Math, Shanghai 200444, Peoples R China
Kou, Jisheng
Li, Yitian
论文数: 0引用数: 0
h-index: 0
机构:
Wuhan Univ, State Key Lab Water Resources & Hydropower Engn S, Wuhan 430072, Peoples R ChinaShanghai Univ, Dept Math, Shanghai 200444, Peoples R China
Li, Yitian
Wang, Xiuhua
论文数: 0引用数: 0
h-index: 0
机构:
Xiaogan Univ, Dept Math, Xiaogan 432100, Hubei, Peoples R ChinaShanghai Univ, Dept Math, Shanghai 200444, Peoples R China