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A CLASS OF FACTORIZATION UPDATE ALGORITHM FOR SOLVING SYSTEMS OF SPARSE NONLINEAR EQUATIONS
引用本文:白中治,王德人. A CLASS OF FACTORIZATION UPDATE ALGORITHM FOR SOLVING SYSTEMS OF SPARSE NONLINEAR EQUATIONS[J]. 应用数学学报(英文版), 1996, 12(2): 188-200. DOI: 10.1007/BF02007738
作者姓名:白中治  王德人
摘    要:
ACLASSOFFACTORIZATIONUPDATEALGORITHMFORSOLVINGSYSTEMSOFSPARSENONLINEAREQUATIONSBAIZHONGZHI(InstituteofComputationalMathematic...

收稿时间:1992-07-08

A class of factorization update algorithm for solving systems of sparse nonlinear equations
Zhongzhi Bai,Deren Wang. A class of factorization update algorithm for solving systems of sparse nonlinear equations[J]. Acta Mathematicae Applicatae Sinica, 1996, 12(2): 188-200. DOI: 10.1007/BF02007738
Authors:Zhongzhi Bai  Deren Wang
Affiliation:(1) Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences, 100080 Beijing, China;(2) Shanghai University of Science & Technology, 201800 Shanghai, China
Abstract:
In this paper, we establish a class of sparse update algorithm based on matrix triangular factorizations for solving a system of sparse equations. The local Q-superlinear convergence of the algorithm is proved without introducing an m-step refactorization. We compare the numerical results of the new algorithm with those of the known algorithms, The comparison implies that the new algorithm is satisfactory.
Keywords:Quasi-Newton methods  matrix factorization  sparse update algorithm   Qsuperlinear convergence
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