Article ID Journal Published Year Pages File Type
469251 Computers & Mathematics with Applications 2010 7 Pages PDF
Abstract

The paper presents a convergence analysis of a modified Newton method for solving nonlinear systems of equations. The convergence results show that this method converges cubically in the nonsingular case, and linearly with the rate 3/83/8 under some sufficient conditions when the Jacobian is singular at the root. The convergence theory is used to analyze the convergence behavior when the modified Newton method is applied to a nonsymmetric algebraic Riccati equation arising in transport theory. Numerical experiment confirms the theoretical results.

Related Topics
Physical Sciences and Engineering Computer Science Computer Science (General)
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