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非线性方程组的Newton流线法
引用本文:陈传淼,胡宏伶,雷蕾,曾星星.非线性方程组的Newton流线法[J].计算数学,2012,34(3):235-258.
作者姓名:陈传淼  胡宏伶  雷蕾  曾星星
作者单位:高性能计算与随机信息处理省部共建教育部重点实验室 湖南师范大学数学与计算机科学学院, 长沙 410081
摘    要:为求解非线性方程组F(x)=0, 研究了Newton流方程xt=V(x)=-(DF(x))-1F(x),x(0)=x0,及数值Newton流xj+1=xj+hV(xj),h∈(0,1].导出了减幅指标gj(h)=||F(xj+1)||/||F(xj)||=1-h+h2djh<1和m重根x*附近的表示gj(h)=(1-h/m)m+h2O(||xj-x*||).最后基于4个可计算量gj,dj,Kj,qj,提出了新的Newton流线法,如果投入大量的随机初始点, 能找到所有实根、重根和复根.

关 键 词:非线性方程组  Newton流线法  中心场  可计算量  求所有的根
收稿时间:2011-06-26;

NEWTON FLOW METHOD FOR NONLINEAR SYSTEMS OF EQUATIONS
Chen Chuanmiao , Hu Hongling , Lei Lei , Zeng Xingxing.NEWTON FLOW METHOD FOR NONLINEAR SYSTEMS OF EQUATIONS[J].Mathematica Numerica Sinica,2012,34(3):235-258.
Authors:Chen Chuanmiao  Hu Hongling  Lei Lei  Zeng Xingxing
Institution:Key Laboratory of High Performance Computing and Stochastic Information Processing (Ministry of Education of China), College of Mathematics and Computer Science, Hunan Normal University, Changsha 410081, China
Abstract:To solve nonlinear systems of equations F(x)=0,Newton’s flow equation xt(t)= V(x)=-(DF(x))-1F(x),x(0)=x0 and its numerical flow xj+1=xj+hV(xj) for h G(0,1] are studied.The damped index gj(h)=||F(xj+1)||/||F(xj)||=1-h + h2d3(h)|<1 and refine expression gj(h)—(1-h/m)m + h2O(||xj—x*||) near the m-ple root x* are derived. Finally based on fourth computable quantities gj,dj,Kj,qj,a new Newton flow algorithm is proposed,which can find all real,multiple and complex roots,if put into a large number of stochastic initial points.
Keywords:nonlinear system of equations  Newton flow-line method  central field  two basic equalities  A posteriori estimator  find all roots
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