A Newton method for systems of m equations in n variables

  • Y. Levin
  • , A. Ben-Israel

Research output: Contribution to journalConference articlepeer-review

19 Scopus citations

Abstract

The classical Newton-Kantorovich method for solving systems of equations f(x) = 0 uses the inverse of the Jacobian of f at each iteration. If the number of equations is different than the number of variables, or if the Jacobian cannot be assumed nonsingular, a generalized inverse of the Jacobian can be used in a Newton method whose limit points are stationary points of ||f(x)||2. We study conditions for local convergence of this method, prove quadratic convergence, and implement an adaptive version of this iterative method, allowing a controlled increase of the ranks of the {2}-inverses used in the iterations.

Original languageEnglish (US)
Pages (from-to)1961-1971
Number of pages11
JournalNonlinear Analysis, Theory, Methods and Applications
Volume47
Issue number3
DOIs
StatePublished - Aug 2001
Event3rd World Congress of Nonlinear Analysts - Catania, Sicily, Italy
Duration: Jul 19 2000Jul 26 2000

All Science Journal Classification (ASJC) codes

  • Analysis
  • Applied Mathematics

Keywords

  • Generalized inverse
  • Newton-Raphson Method
  • Systems of equations

Fingerprint

Dive into the research topics of 'A Newton method for systems of m equations in n variables'. Together they form a unique fingerprint.

Cite this