Newton-MHSS methods for solving systems of nonlinear equations with complex symmetric Jacobian matrices

Modified Hermitian and skew-Hermitian splitting (MHSS) method is an unconditionally convergent iterative method for solving large sparse complex symmetric systems of linear equations. By making use of the MHSS iteration as the inner solver for the inexact Newton method, we establish a class of inexact Newton-MHSS methods for solving large sparse systems of nonlinear equations with complex symmetric Jacobian matrices at the solution points. The local and semi-local convergence properties are analyzed under some proper assumptions. Moreover, by introducing a backtracking linear search technique, a kind of global convergence inexact Newton-MHSS methods are also presented and analyzed. Numerical results are given to examine the feasibility and effectiveness of the inexact Newton-MHSS methods.

[1]  Michele Benzi,et al.  Existence and uniqueness of splittings for stationary iterative methods with applications to alternating methods , 1997 .

[2]  Angelo Vulpiani,et al.  Dynamical Systems Approach to Turbulence , 1998 .

[3]  Zhong-Zhi Bai,et al.  On semi-convergence of Hermitian and skew-Hermitian splitting methods for singular linear systems , 2010, Computing.

[4]  Fang Chen,et al.  On preconditioned MHSS iteration methods for complex symmetric linear systems , 2011, Numerical Algorithms.

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

[6]  Zhong-Zhi Bai,et al.  On HSS-based iteration methods for weakly nonlinear systems , 2009 .

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

[8]  Homer F. Walker,et al.  Globally Convergent Inexact Newton Methods , 1994, SIAM J. Optim..

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

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

[11]  Yoshiki Kuramoto,et al.  Chemical Oscillations, Waves, and Turbulence , 1984, Springer Series in Synergetics.

[12]  I. Aranson,et al.  The world of the complex Ginzburg-Landau equation , 2001, cond-mat/0106115.

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

[14]  C. Kelley Iterative Methods for Linear and Nonlinear Equations , 1987 .

[15]  Homer F. Walker,et al.  NITSOL: A Newton Iterative Solver for Nonlinear Systems , 1998, SIAM J. Sci. Comput..

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

[17]  Iain S. Duff,et al.  Semilocal and global convergence of the Newton‐HSS method for systems of nonlinear equations , 2011, Numer. Linear Algebra Appl..

[18]  Homer F. Walker,et al.  Choosing the Forcing Terms in an Inexact Newton Method , 1996, SIAM J. Sci. Comput..

[19]  Fang Chen,et al.  Modified HSS iteration methods for a class of complex symmetric linear systems , 2010, Computing.

[20]  C. Sulem,et al.  The nonlinear Schrödinger equation : self-focusing and wave collapse , 2004 .

[21]  Peter Deuflhard,et al.  Newton Methods for Nonlinear Problems , 2004 .

[22]  Yu-Jiang Wu,et al.  A generalized preconditioned HSS method for non-Hermitian positive definite linear systems , 2010, Appl. Math. Comput..