کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4635554 1340712 2007 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Newton-like method for nonlinear banded block diagonal system
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Newton-like method for nonlinear banded block diagonal system
چکیده انگلیسی

We present an efficient Newton-like method for solving systems of nonlinear equations with banded block diagonal structure. Such systems arise in economic models. The main idea of this method is to exploit the special structure of the Jacobian in a Newton-like method. The proposed algorithm uses an iterative method for calculation of the approximation of diagonal blocks in the Jacobian. Depending on dimensions of blocks significant reduction in computational cost is obtained and the algorithm can be easily parallelized. Local convergence of the proposed method is proved and some numerical results are presented.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 189, Issue 2, 15 June 2007, Pages 1705–1711
نویسندگان
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