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Practical Quasi-Newton algorithms for singular nonlinear systems

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Abstract

Quasi-Newton methods for solving singular systems of nonlinear equations are considered in this paper. Singular roots cause a number of problems in implementation of iterative methods and in general deteriorate the rate of convergence. We propose two modifications of QN methods based on Newton’s and Shamanski’s method for singular problems. The proposed algorithms belong to the class of two-step iterations. Influence of iterative rule for matrix updates and the choice of parameters that keep iterative sequence within convergence region are empirically analyzed and some conclusions are obtained.

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Authors and Affiliations

  1. Department of Mathematics, Faculty of Engineering, University of Novi Sad, 21000, Novi Sad, Serbia

    Sandra Buhmiler

  2. Department of Mathematics and Informatics, Faculty of Science, University of Novi Sad, Trg Dositeja Obradovića 4, 21000, Novi Sad, Serbia

    Nataša Krejić & Zorana Lužanin

Authors
  1. Sandra Buhmiler
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  2. Nataša Krejić
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  3. Zorana Lužanin
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Correspondence to Nataša Krejić.

Additional information

Research supported by grant no. 144006, Ministry of Science, Republic of Serbia.

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Buhmiler, S., Krejić, N. & Lužanin, Z. Practical Quasi-Newton algorithms for singular nonlinear systems. Numer Algor 55, 481–502 (2010). https://doi.org/10.1007/s11075-010-9367-z

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  • DOI: https://doi.org/10.1007/s11075-010-9367-z

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