• 제목/요약/키워드: Newton iterative method

검색결과 124건 처리시간 0.019초

A NEWTON-IMPLICIT ITERATIVE METHOD FOR NONLINEAR INVERSE PROBLEMS

  • Meng, Zehong;Zhao, Zhenyu
    • Journal of applied mathematics & informatics
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    • 제29권3_4호
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    • pp.909-920
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    • 2011
  • A regularized Newton method for nonlinear ill-posed problems is considered. In each Newton step an implicit iterative method with an appropriate stopping rule is proposed and analyzed. Under certain assumptions on the nonlinear operator, the convergence of the algorithm is proved and the algorithm is stable if the discrepancy principle is used to terminate the outer iteration. Numerical experiment shows the effectiveness of the method.

반복계산에 의한 고유치 해석 알고리즘의 2차 뉴튼랩슨법으로의 정식화 (A Formulation of Iterative Eigenvalue Analysis Algorithm to the Second Order Newton Raphson Method)

  • 김덕영
    • 대한전기학회논문지:전력기술부문A
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    • 제51권3호
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    • pp.127-133
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    • 2002
  • This paper presents an efficient improvement of the iterative eigenvalue calculation method of the AESOPS algorithm. The intuitively and heuristically approximated iterative eigenvalue calculation method of the AESOPS algorithm is transformed to the Second Order Newton Raphson Method which is generally used in numerical analysis. The equations of second order partial differentiation of external torque, terminal and internal voltages are derived from the original AESOPS algorithm. Therefore only a few calculation steps are added to transform the intuitively and heuristically approximated AESOPS algorithm to the Second Order Newton Raphson Method, while the merits of original algorithm are still preserved.

AN ERROR ANALYSIS FOR A CERTAIN CLASS OF ITERATIVE METHODS

  • Argyros, Ioannis K.
    • Journal of applied mathematics & informatics
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    • 제8권3호
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    • pp.743-753
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    • 2001
  • We provide local convergence results in affine form for inexact Newton-like as well as quasi-Newton iterative methods in a Banach space setting. We use hypotheses on the second or on the first and mth Frechet-derivative (m≥2 an integer) of the operator involved. Our results allow a wider choice of starting points since our radius of convergence can be larger than the corresponding one given in earlier results using hypotheses on the first-Frechet-derivative only. A numerical example is provided to illustrate this fact. Our results apply when the method is, for example, a difference Newton-like or update-Newton method. Furthermore, our results have direct applications to the solution of autonomous differential equations.

HIGH-ORDER NEWTON-KRYLOV METHODS TO SOLVE SYSTEMS OF NONLINEAR EQUATIONS

  • Darvishi, M.T.;Shin, Byeong-Chun
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제15권1호
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    • pp.19-30
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    • 2011
  • In [21], we compared the Newton-Krylov method and some high-order methods to solve nonlinear systems. In this paper, we propose high-order Newton-Krylov methods combining the Newton-Krylov method with some high-order iterative methods to solve systems of nonlinear equations. We provide some numerical experiments including comparisons of CPU time and iteration numbers of the proposed high-order Newton-Krylov methods for several nonlinear systems.

SOLVING A MATRIX POLYNOMIAL BY NEWTON'S METHOD

  • Han, Yin-Huan;Kim, Hyun-Min
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제14권2호
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    • pp.113-124
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    • 2010
  • We consider matrix polynomial which has the form $P_1(X)=A_oX^m+A_1X^{m-1}+...+A_m=0$ where X and $A_i$ are $n{\times}n$ matrices with real elements. In this paper, we propose an iterative method for the symmetric and generalized centro-symmetric solution to the Newton step for solving the equation $P_1(X)$. Then we show that a symmetric and generalized centro-symmetric solvent of the matrix polynomial can be obtained by our Newton's method. Finally, we give some numerical experiments that confirm the theoretical results.

Comparison of Parameter Estimation for Weibull Distribution

  • Wang, Fu-Kwun;J. Bert Keats;B. Y. Leu
    • International Journal of Reliability and Applications
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    • 제4권1호
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    • pp.41-50
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    • 2003
  • This paper represents the first comprehensive comparison of the Newton-Raphson's method and Simple Iterative Procedure (SIP) in the maximum likelihood estimation of the two-parameter Weibull distribution. Computer simulation is employed to compare these two methods for multiply censored, singly censored data (Type I or Type Ⅱ censoring) and complete data. Results indicate the Newton-Raphson's with the Menon's estimated value, as an initial point remains the effective iterative procedure for estimating the parameters.

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Quasi-Likelihood Approach for Linear Models with Censored Data

  • Ha, Il-Do;Cho, Geon-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제9권2호
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    • pp.219-225
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    • 1998
  • The parameters in linear models with censored normal responses are usually estimated by the iterative maximum likelihood and least square methods. However, the iterative least square method is simple but hardly has theoretical justification, and the iterative maximum likelihood estimating equations are complicatedly derived. In this paper, we justify these methods via Wedderburn (1974)'s quasi-likelihood approach. This provides an explicit justification for the iterative least square method and also directly the iterative maximum likelihood method for estimating the regression coefficients.

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자기동조 가중최소자승법을 이용한 AOA 측위 알고리즘 개발 (Development of an AOA Location Method Using Self-tuning Weighted Least Square)

  • 이성호;김동혁;노기홍;박경순;성태경
    • 제어로봇시스템학회논문지
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    • 제13권7호
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    • pp.683-687
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    • 2007
  • In last decades, several linearization methods for the AOA measurements have been proposed, for example, Gauss-Newton method and Closed-Form solution. Gauss-Newton method can achieve high accuracy, but the convergence of the iterative process is not always ensured if the initial guess is not accurate enough. Closed-Form solution provides a non-iterative solution and it is less computational. It does not suffer from convergence problem, but estimation error is somewhat larger. This paper proposes a Self-Tuning Weighted Least Square AOA algorithm that is a modified version of the conventional Closed-Form solution. In order to estimate the error covariance matrix as a weight, a two-step estimation technique is used. Simulation results show that the proposed method has smaller positioning error compared to the existing methods.

신경회로망을 이용한 예측 뉴턴-랩손 반복계산기법 (A Predicted Newton-Raphson Iterative Method utilizing Neural Network)

  • 김종훈;김용협
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2000년도 춘계학술대회논문집A
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    • pp.339-344
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    • 2000
  • Newton-Raphson 기법은 구조물의 비선형 해석에 널리 쓰이는 반복계산기법이다. 비선형 해석을 위한 반복계산기법은 컴퓨터의 발달을 감안해도 상당한 계산시간이 소요된다. 본 논문에서는 신경회로망 예측을 사용한 Predicted Newton-Raphson 반복계산기법을 제안하였다. 통상적인 Newton-Raphson 기법은 이전스텝에서 수렴된 점으로부터 현재 스텝의 반복계산을 시작하는 반면 제시된 방법은 현재 스텝 수렴해에 대한 예측점에서 반복계산을 시작한다. 수렴해에 대한 예측은 신경회로망을 사용하여 이전 스텝 수렴해의 과거경향을 파악한 후 구한다. 반복계산 시작점이 수렴점에 보다 근접하여 위치하므로 수렴속도가 빨라지게 되고 허용되는 하중스텝의 크기가 커지게 된다. 또한 반복계산의 시작점으로부터 이루어지는 계산과정은 통상적인 Newton-Raphson 기법과 동일하므로 기존의 Newton-Raphson 기법과 정확히 일치하는 수렴해를 구할 수 있다. 구조물의 정적 비선형 거동에 대한 수치해석을 통하여 modified Newton-Raphson 기법과 제시된 Predicted Newton=Raphson 기법의 정확성과 효율성을 비교하였다. 제시된 Predicted Newton-Raphson 기법은 modified Newton-Raphson 기법과 동일한 해를 산출하면서도 계산상의 효율성이 매우 큼을 확인할 수 있었다.

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ERT를 이용한 2차원 대지모델 영상복원 (2D Image Reconstruction of Earth Model by Electrical Resistance Tomography)

  • 부창진;김호찬;강민제
    • 한국산학기술학회논문지
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    • 제14권7호
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    • pp.3460-3467
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    • 2013
  • 본 논문에서는 2차원 대지구조를 분석하기 위해 ERT(electrical resistance tomography) 방법을 사용하여 대지모델을 영상복원하는 방법들을 수치적인 실험방법들을 통해 비교분석한다. 영상복원을 위한 역산방법으로는 Gauss-Newton, TLS(truncated least squares), 그리고 SIRT(simultaneous iterative reconstruction technieque) 알고리즘들이 제시되고 대지저항을 측정하기 위한 전극법은 대표적인 웨너와 슐럼버거 측정방법을 사용한다. 컴퓨터 시뮬레이션을 통해 Gauss-Newton과 TLS 알고리즘이 대지모델의 2차원 영상복원에서 적합하다는 것을 보인다.