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| 一类正割修正矩阵带有直接分解且保持稀疏性的拟牛顿法及其收敛性 | |
| 引用本文： | 葛仁东,杨淑华. 一类正割修正矩阵带有直接分解且保持稀疏性的拟牛顿法及其收敛性[J]. 大连理工大学学报, 1997, 0(1) |
| 作者姓名： | 葛仁东 杨淑华 |
| 作者单位： | 大连理工大学应用数学系 |
| 摘 要： | 改进了Ｂｏｇｌｅ和Ｐｅｒｋｉｎｓ就求解稀疏性非线性方程组提出的能够保持正割修正矩阵稀疏性的拟牛顿法，进而提出一类带有直接分解的正割修正矩阵且保持稀疏性的拟牛顿法．进行了数值计算，效果良好；在适当条件下Ｑ－超线性收敛 |
| 关 键 词： | 牛顿法／拟牛顿修正；Jacobian矩阵；极小相对改变；Q－超线性收敛；对角标度矩阵 |
A family of Quasi Newton method with direct factorization of secant updated matrices and preservation of sparsity and their convergency |
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| Ge Rendong,Yang Shuhua. A family of Quasi Newton method with direct factorization of secant updated matrices and preservation of sparsity and their convergency[J]. Journal of Dalian University of Technology, 1997, 0(1) | |
| Authors: | Ge Rendong Yang Shuhua |
| Abstract: | Bogle and Perkins have proposed a Quasi Newton method based on a mininal relative change which retains the sparsity of secant updated matrices. A family of new methods with direct factorization of secant updated matrices and the preservation of sparsity are presented. A set of numerical examples show their advantages. Under proper conditions, the method can be proved to be Q superlinear convergence. |
| Keywords: | Newton method/quasi Newton updated Jacobian matrix minimal relative change Q superlinear convergency diagonal scaling matrix |
| 本文献已被 CNKI 等数据库收录！ | |