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Modified Newton’s method for systems of nonlinear equations with singular Jacobian
Authors:José L Hueso  Eulalia Martínez  Juan R Torregrosa
Institution:Instituto de Matemática Multidisciplinar, Instituto de Matemática Pura y Aplicada, Universidad Politécnica de Valencia, Camino de Vera, s/n, 46022 Valencia, Spain
Abstract:It is well known that Newton’s method for a nonlinear system has quadratic convergence when the Jacobian is a nonsingular matrix in a neighborhood of the solution. Here we present a modification of this method for nonlinear systems whose Jacobian matrix is singular. We prove, under certain conditions, that this modified Newton’s method has quadratic convergence. Moreover, different numerical tests confirm the theoretical results and allow us to compare this variant with the classical Newton’s method.
Keywords:Newton&rsquo  s method  Jacobian matrix  Order of convergence  Fixed point function
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