
Article
Newton's Method for Singular Nonlinear Equations Using Approximate Left and Right Nullspaces of the Jacobian
Applied Numerical Mathematics
(2005)
Abstract
The convergence of Newton's method to a solution x∗ of f(x)=0 may be unsatisfactory if the Jacobian matrix f′(x∗) is singular. When the rank deficiency is one, and a simple regularity condition is satisfied at x∗, it is possible to define a bordered system for which Newton's method converges quadratically [Griewank, SIAM Rev. 27 (1985) 537]. In this paper we extend this technique to the case of higher rank deficiencies. We show that if a generalized regular singularity condition is satisfied then one singular value decomposition of f'(x-) source for some point x- source near x∗ can be used to form a bordered system for which Newton's method converges quadratically. The theory and method are illustrated by several examples.
Keywords
- Nonlinear algebraic equations,
- Singular Jacobian matrices,
- Rank deficiency,
- Newton's method,
- Singular value decomposition,
- Quadratic convergence
Disciplines
Publication Date
July, 2005
Publisher Statement
Copyright © 2004 IMACS. Published by Elsevier B.V. doi:10.1016/j.apnum.2004.09.029
Citation Information
Tjalling Ypma and Yun-Qiu Shen. "Newton's Method for Singular Nonlinear Equations Using Approximate Left and Right Nullspaces of the Jacobian" Applied Numerical Mathematics Vol. 54 Iss. 2 Special Issue - 6th IMACS (2005) Available at: http://works.bepress.com/tjalling_ypma/13/