Convergence analysis of the modified Newton–HSS method under the Hölder continuous condition
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摘要
The modified Newton–HSS method, which is constructed by employing the Hermitian and skew-Hermitian splitting methods as the inner iteration process at each step of the outer modified Newton’s iteration, has been proved to be a competitive method for solving large sparse systems of nonlinear equations with non-Hermitian positive-definite Jacobian matrices. In this paper, under the hypotheses that the derivative is continuous and the derivative satisfies the Hölder continuous condition, two local convergence theorems are established for the modified Newton–HSS method. Furthermore, the rate of convergence of the modified Newton–HSS method is also characterized in terms of the rate of convergence of the matrix ‖T(α;x)‖. The numerical example is given to confirm the concrete applications of the results of our paper.
论文关键词:65F10,65F50,65H10,Modified Newton–HSS method,Large sparse systems,Nonlinear equations,Hölder continuous condition,Positive-definite Jacobian matrices,Convergence rate
论文评审过程:Received 20 May 2013, Revised 17 October 2013, Available online 7 January 2014.
论文官网地址:https://doi.org/10.1016/j.cam.2013.12.047