• Title/Summary/Keyword: Newton-Method

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NEWTON SCHULZ METHOD FOR SOLVING NONLINEAR MATRIX EQUATION Xp + AXA = Q

  • Kim, Hyun-Min;Kim, Young-jin;Meng, Jie
    • Journal of the Korean Mathematical Society
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    • v.55 no.6
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    • pp.1529-1540
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    • 2018
  • The matrix equation $X^p+A^*XA=Q$ has been studied to find the positive definite solution in several researches. In this paper, we consider fixed-point iteration and Newton's method for finding the matrix p-th root. From these two considerations, we will use the Newton-Schulz algorithm (N.S.A). We will show the residual relation and the local convergence of the fixed-point iteration. The local convergence guarantees the convergence of N.S.A. We also show numerical experiments and easily check that the N.S. algorithm reduce the CPU-time significantly.

ON NEWTON'S METHOD FOR SOLVING A SYSTEM OF NONLINEAR MATRIX EQUATIONS

  • Kim, Taehyeong;Seo, Sang-Hyup;Kim, Hyun-Min
    • East Asian mathematical journal
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    • v.35 no.3
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    • pp.341-349
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    • 2019
  • In this paper, we are concerned with the minimal positive solution to system of the nonlinear matrix equations $A_1X^2+B_1Y +C_1=0$ and $A_2Y^2+B_2X+C_2=0$, where $A_i$ is a positive matrix or a nonnegative irreducible matrix, $C_i$ is a nonnegative matrix and $-B_i$ is a nonsingular M-matrix for i = 1, 2. We apply Newton's method to system and present a modified Newton's iteration which is validated to be efficient in the numerical experiments. We prove that the sequences generated by the modified Newton's iteration converge to the minimal positive solution to system of nonlinear matrix equations.

A NEW QUASI-NEWTON METHOD BASED ON ADJOINT BROYDEN UPDATES FOR SYMMETRIC NONLINEAR EQUATIONS

  • Cao, Huiping
    • Journal of the Korean Mathematical Society
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    • v.53 no.6
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    • pp.1371-1389
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    • 2016
  • In this paper, we propose a new rank two quasi-Newton method based on adjoint Broyden updates for solving symmetric nonlinear equations, which can be seen as a class of adjoint BFGS method. The new rank two quasi-Newton update not only can guarantee that $B_{k+1}$ approximates Jacobian $F^{\prime}(x_{k+1})$ along direction $s_k$ exactly, but also shares some nice properties such as positive deniteness and least change property with BFGS method. Under suitable conditions, the proposed method converges globally and superlinearly. Some preliminary numerical results are reported to show that the proposed method is effective and competitive.

Quadratic Newton-Raphson Method for DC and Transient Analyses of Electronic Circuits (電子回路의 DC 및 過渡解析을 위한 2次 Newton-Raphson 方法)

  • Jun, Young-Hyun;Lee, Ki-Jun;Park, Song-Bai
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.26 no.1
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    • pp.122-128
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    • 1989
  • In this paper we propose a new method for solving a set of nonlinear algebraic equations encountered in the DC and transient analyses of electronic circuits. This method will be called Quadratic Newton-Raphson Method (QNRM), since it is based on the Newton-Raphson Method (NRM) but effectively takes into accoujnt the second order derivative terms in the Taylor series expansion of the nonlinear algebraic equations. The second order terms are approximated by linear terms using a carefully estimated solution at each iteration. Preliminary simulation results show that the QNRM saves the overall computational time significantly in the DC and transient analysis, compared with the conventional NRM.

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A Jacobian Update-Free Newton's Method for Efficient Real-Time Vehicle Simulation (효율적인 실시간 차량 시뮬레이션을 위한 자코비안 갱신이 불필요한 뉴턴 적분방법)

  • Kang, Jong Su;Lim, Jun Hyun;Bae, Dae Sung
    • Journal of the Korean Society of Manufacturing Technology Engineers
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    • v.23 no.4
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    • pp.337-344
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    • 2014
  • While implicit integration methods such as Newton's method have excellent stability for the analysis of stiff and constrained mechanical systems, they have the drawback that the evaluation and LU-factorization of the system Jacobian matrix required at every time step are time-consuming. This paper proposes a Jacobian update-free Newton's method in order to overcome these defects. Because the motions of all bodies in a vehicle model are limited with respect to the chassis body, the equations are formulated with respect to the moving chassis-body reference frame instead of the fixed inertial reference frame. This makes the system Jacobian remain nearly constant, and thus allows the Newton's method to be free from the Jacobian update. Consequently, the proposed method significantly decreases the computational cost of the vehicle dynamic simulation. This paper provides detailed generalized formulation procedures for the equations of motion, constraint equations, and generalized forces of the proposed method.

Construction the pseudo-Hessian matrix in Gauss-Newton Method and Seismic Waveform Inversion (Gauss-Newton 방법에서의 유사 Hessian 행렬의 구축과 이를 이용한 파형역산)

  • Ha, Tae-Young
    • Geophysics and Geophysical Exploration
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    • v.7 no.3
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    • pp.191-196
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    • 2004
  • Seismic waveform inversion can be solved by using the classical Gauss-Newton method, which needs to construct the huge Hessian by the directly computed Jacobian. The property of Hessian mainly depends upon a source and receiver aperture, a velocity model, an illumination Bone and a frequency content of source wavelet. In this paper, we try to invert the Marmousi seismic data by controlling the huge Hessian appearing in the Gauss-Newton method. Wemake the two kinds of he approximate Hessian. One is the banded Hessian and the other is the approximate Hessian with automatic gain function. One is that the 1st updated velocity model from the banded Hessian is nearly the same of the result from the full approximate Hessian. The other is that the stability using the automatic gain function is more improved than that without automatic gain control.

A Fast Forward Kinematic Analysis of Stewart Platform (스튜어트 플랫폼의 빠른 순기구학 해석)

  • Ha, Hyeon-Pyo;Han, Myeong-Cheol
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.25 no.3
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    • pp.339-352
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    • 2001
  • The inverse kinematics problem of Stewart platform is straightforward, but no closed form solution of the forward kinematic problem has been presented. Since we need the real-time forward kinematic solution in MIMO control and the motion monitoring of the platform, it is important to acquire the 6 DOF displacements of the platform from measured lengths of six cylinders in small sampling period. Newton-Raphson method a simple algorithm and good convergence, but it takes too long calculation time. So we reduce 6 nonlinear kinematic equations to 3 polynomials using Nairs method and 3 polynomials to 2 polynomials. Then Newton-Raphson method is used to solve 3 polynomials and 2 polynomials respectively. We investigate operation counts and performance of three methods which come from the equation reduction and Newton-Raphson method, and choose the best method.

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

  • Kim, Deok-Yeong
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.51 no.3
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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.

CONCERNING THE RADIUS OF CONVERGENCE OF NEWTON'S METHOD AND APPLICATIONS

  • Argyros, Ioannis K.
    • Journal of applied mathematics & informatics
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    • v.6 no.3
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    • pp.685-696
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    • 1999
  • We present local and semilocal convergence results for New-ton's method in a Banach space setting. In particular using Lipschitz-type assumptions on the second Frechet-derivative we find results con-cerning the radius of convergence of Newton's method. Such results are useful in the context of predictor-corrector continuation procedures. Finally we provide numerical examples to show that our results can ap-ply where earlier ones using Lipschitz assumption on the first Frechet-derivative fail.