Semilocal convergence analysis for the modified Newton-HSS method under the Hölder condition

The present paper is concerned with theoretical properties of the modified Newton-HSS method for large sparse non-Hermitian positive definite systems of nonlinear equations. Assuming that the nonlinear operator satisfies the Hölder continuity condition, a new semilocal convergence theorem for the modified Newton-HSS method is established. The Hölder continuity condition is milder than the usual Lipschitz condition. The semilocal convergence theorem is established by using the majorizing principle, which is based on the concept of majorizing sequence given by Kantorovich. Two real valued functions and two real sequences are used to establish the convergence criterion. Furthermore, a numerical example is given to show application of our theorem.

[1]  Min Wu,et al.  A new semi-local convergence theorem for the inexact Newton methods , 2008, Appl. Math. Comput..

[2]  Gene H. Golub,et al.  Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite linear systems , 2004, Numerische Mathematik.

[3]  R. Dembo,et al.  INEXACT NEWTON METHODS , 1982 .

[4]  M. Ng,et al.  Hermitian and Skew-Hermitian Splitting Methods for Non-Hermitian Positive Definite Linear Systems , 2002, SIAM J. Matrix Anal. Appl..

[5]  Gene H. Golub,et al.  On successive‐overrelaxation acceleration of the Hermitian and skew‐Hermitian splitting iterations , 2007, Numer. Linear Algebra Appl..

[6]  W. Rheinboldt A unified convergence theory for a class of iterative processes. , 1968 .

[7]  Werner C. Rheinboldt,et al.  Methods for Solving Systems of Nonlinear Equations: Second Edition , 1998 .

[8]  Guo,et al.  ON SEMILOCAL CONVERGENCE OF INEXACT NEWTON METHODS , 2007 .

[9]  Chong Li,et al.  CONVERGENCE CRITERION OF INEXACT METHODS FOR OPERATORS WITH H¨OLDER CONTINUOUS DERIVATIVES , 2008 .

[10]  G. Golub,et al.  Optimization of the Hermitian and Skew-Hermitian Splitting Iteration for Saddle-Point Problems , 2003 .

[11]  Z. Bai,et al.  A globally convergent Newton-GMRES method for large sparse systems of nonlinear equations , 2007 .

[12]  Ioannis K. Argyros On the semilocal convergence of inexact Newton methods in Banach spaces , 2009 .

[13]  M. Ng,et al.  Spectral Analysis for HSS Preconditioners , 2008 .

[14]  Gene H. Golub,et al.  Optimal Parameter in Hermitian and Skew-Hermitian Splitting Method for Certain Two-by-Two Block Matrices , 2006, SIAM J. Sci. Comput..

[15]  Gene H. Golub,et al.  Accelerated Hermitian and skew-Hermitian splitting iteration methods for saddle-point problems , 2007 .

[16]  Gene H. Golub,et al.  Convergence properties of preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite matrices , 2007, Math. Comput..

[17]  D. Keyes,et al.  Jacobian-free Newton-Krylov methods: a survey of approaches and applications , 2004 .

[18]  Minhong Chen,et al.  Convergence analysis of the modified Newton-HSS method under the Hölder continuous condition , 2014, J. Comput. Appl. Math..

[19]  Jianrong Tan,et al.  A convergence theorem for the inexact Newton methods based on Hölder continuous Fréchet derivative , 2008, Appl. Math. Comput..

[20]  Hengbin An,et al.  A choice of forcing terms in inexact Newton method , 2007 .

[21]  A New Evolutionary Channel to Type Ia Supernovae , 2008 .

[22]  Ali Barati,et al.  A third-order Newton-type method to solve systems of nonlinear equations , 2007, Appl. Math. Comput..

[23]  Zhong-zhi,et al.  ON NEWTON-HSS METHODS FOR SYSTEMS OF NONLINEAR EQUATIONS WITH POSITIVE-DEFINITE JACOBIAN MATRICES , 2010 .

[24]  M. Benzi,et al.  Preconditioned MHSS iteration methods for a class of block two-by-two linear systems with applications to distributed control problems , 2013 .

[25]  Chong Li,et al.  Kantorovich-type convergence criterion for inexact Newton methods , 2009 .

[26]  Yousef Saad,et al.  Iterative methods for sparse linear systems , 2003 .

[27]  Charles R. Johnson,et al.  Matrix analysis , 1985, Statistical Inference for Engineers and Data Scientists.

[28]  James M. Ortega,et al.  Iterative solution of nonlinear equations in several variables , 2014, Computer science and applied mathematics.

[29]  Gene H. Golub,et al.  Hermitian and Skew-Hermitian Splitting Methods for Non-Hermitian Positive Definite Linear Systems , 2002, SIAM J. Matrix Anal. Appl..

[30]  Gene H. Golub,et al.  Block Triangular and Skew-Hermitian Splitting Methods for Positive-Definite Linear Systems , 2005, SIAM J. Sci. Comput..

[31]  Minhong Chen,et al.  Convergence analysis of modified Newton-HSS method for solving systems of nonlinear equations , 2013, Numerical Algorithms.