M步Newton法的一种改进

在许多科学与工程计算问题中,需要求解非线性代数方程组.在诸多解法中,Newton迭代法及其变体M步Newton法是最主要、最常用的方法.通过对非线性方程组的迭代法引入Aitken加速技术,设计了一种非线性方程组的迭代解法的加速方法;将该方法与M步Newton法相结合,得到一种收敛速度快而且计算稳定的方法,并给出了具体算法;数值结果表明了新算法是有效的.此方法具有一定的广泛性,可以直接推广到许多已有的方法,如拟Newton法、M步离散Newton法及Brent方法等,均可在一定程度上改善这些方法的收敛速度和稳定性.

Improvement on Modified Newton's Method

In many scientific and engineering problems, it needs to solve the system of nonlinear equations. Newton method and its variant m step Newton method are very important and frequently used for solving these problems. By using accelerating Aitken method in iterative method of nonlinear equations, a new modified method is given. The method is applied to modified Newton method, thereby a new method is developed, which is faster and stable. Also, its algorithm is given. Numerical results show that the new method is very efficient. This accelerating method can be extended to many other known methods such as Newton like methods, m step discrete Newton method and Brent method so that their convergence and stability are improved.