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111.
陈文辉 《新疆大学学报(理工版)》1989,6(1):45-54
本文针对系数矩阵A具有少数几个正(负)特征值的对称不定性方程组Ax=b构造了一个有效的稳定算法.这个算法充分利用了矩阵的对称性及具有少数几个正(或负)特征值的特点,其运算量与Cholesky方法相当,大约为?个乘法和加法,所用贮存单元为?.从第四节的数值例子可以看出在上述假定条件下用本算法求解较Parlett和Reid算法要好些.尤其对A又是大型稀疏矩阵更为有效. 相似文献
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113.
An Inexact Newton Method Derived from Efficiency Analysis 总被引:1,自引:0,他引:1
Naiyang?DengEmail author Yi?Xue Jianzhong?Zhang Ping?Zhong 《Journal of Global Optimization》2005,31(2):287-315
We consider solving an unconstrained optimization problem by Newton-PCG like methods in which the preconditioned conjugate gradient method is applied to solve the Newton equations. The main question to be investigated is how efficient Newton-PCG like methods can be from theoretical point of view. An algorithmic model with several parameters is established. Furthermore, a lower bound of the efficiency measure of the algorithmic model is derived as a function of the parameters. By maximizing this lower bound function, the parameters are specified and therefore an implementable algorithm is obtained. The efficiency of the implementable algorithm is compared with Newtons method by theoretical analysis and numerical experiments. The results show that this algorithm is competitive.Mathematics Subject Classification: 90C30, 65K05.This work was supported by the National Science Foundation of China Grant No. 10371131, and Hong Kong Competitive Earmarked Research Grant CityU 1066/00P from Hong Kong University Grant Council 相似文献
114.
Andrea Caliciotti Giovanni Fasano Stephen G. Nash Massimo Roma 《Operations Research Letters》2018,46(1):7-12
Starting from the paper by Nash and Sofer (1990), we propose a heuristic adaptive truncation criterion for the inner iterations within linesearch-based truncated Newton methods. Our aim is to possibly avoid “over-solving” of the Newton equation, based on a comparison between the predicted reduction of the objective function and the actual reduction obtained. A numerical experience on unconstrained optimization problems highlights a satisfactory effectiveness and robustness of the adaptive criterion proposed, when a residual-based truncation criterion is selected. 相似文献
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In this paper, we apply the two‐step Newton method to solve inverse eigenvalue problems, including exact Newton, Newton‐like, and inexact Newton‐like versions. Our results show that both two‐step Newton and two‐step Newton‐like methods converge cubically, and the two‐step inexact Newton‐like method is super quadratically convergent. Numerical implementations demonstrate the effectiveness of new algorithms. 相似文献
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In this note we study multivariate perturbations of algebraic equations. In general, it is not possible to represent the perturbed solution as a Puiseux-type power series in a connected neighborhood. For the case of two perturbation parameters we provide a sufficient condition that guarantees such a representation. Then, we extend this result to the case of more than two perturbation parameters. We motivate our study by the perturbation analysis of a weighted random walk on the Web Graph. In an instance of the latter the stationary distribution of the weighted random walk, the so-called Weighted PageRank, may depend on two (or more) perturbation parameters in a manner that illustrates our theoretical development. 相似文献
119.
Let T:D⊂X→X be an iteration function in a complete metric space X. In this paper we present some new general complete convergence theorems for the Picard iteration xn+1=Txn with order of convergence at least r≥1. Each of these theorems contains a priori and a posteriori error estimates as well as some other estimates. A central role in the new theory is played by the notions of a function of initial conditions of T and a convergence function of T. We study the convergence of the Picard iteration associated to T with respect to a function of initial conditions E:D→X. The initial conditions in our convergence results utilize only information at the starting point x0. More precisely, the initial conditions are given in the form E(x0)∈J, where J is an interval on R+ containing 0. The new convergence theory is applied to the Newton iteration in Banach spaces. We establish three complete ω-versions of the famous semilocal Newton–Kantorovich theorem as well as a complete version of the famous semilocal α-theorem of Smale for analytic functions. 相似文献
120.
成功将多维滤子技术应用到牛顿折线法,提出了多维滤子牛顿折线法.新算法增加了牛顿点以及信赖域的试探点被接收作为下一步迭代点的几率.在一定的假设条件下证明了算法的全局收敛性.数值试验表明,滤子牛顿折线法适合于求解等势线呈峡谷状的函数. 相似文献