解联立非线性方程

K. Brown, S. D. Conte
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引用次数: 34

摘要

本文给出了(1.1)的数值解的一种二次收敛算法,与牛顿法的(N2 + N)次求值相比,它每迭代步只需要(N2/2 + 3N/2)次求值。Brown[1]将该算法形式化为迭代函数[1,pp. 8-9],并证明了该方法是局部收敛的,收敛性质是二次的[1,pp. 21-32]。文中给出了将基于该方法的ALGOL程序应用于某些具体非线性系统的计算机结果,并与最近的一些较好的方法以及与经典的牛顿方法进行了比较;这些结果说明了该方法的二次收敛性。
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The solution of simultaneous nonlinear equations
In this paper we present an algorithm for the numerical solution of (1.1) which is quadratically convergent and requires only (N2/2 + 3N/2) function evaluations per iterative step as compared with (N2 + N) evaluations for Newton's Method. Brown [1] has formalized the algorithm in terms of an iteration function [1, pp. 8-9] and proved that the method converges locally and that the convergence is quadratic in nature [1, pp. 21-32]. Computer results, obtained by applying an ALGOL procedure based on the method to some specific nonlinear systems, are included and a comparison is made with some of the better recent methods as well as with the classical Newton's Method; these results illustrate the quadratic convergence of the method.
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