• 제목/요약/키워드: 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
    • 대한수학회지
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    • 제55권6호
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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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    • 제35권3호
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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
    • 대한수학회지
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    • 제53권6호
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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.

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

  • 전영현;이기준;박송배
    • 대한전자공학회논문지
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    • 제26권1호
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    • pp.122-128
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    • 1989
  • 본 논문에서는 회로해석 중에서 DC및 과도(transient)해석에 필요한 비선형 대수 방정식을 풀기 위한 새로운 방법으로서 Quadratic Newton Raphson Method(QNRM)을 제안한다. QNRM은 Newtok-Raphson method(NRM)에 기본을 두고 있지만, 비선형 대수 방정식의 Taylor 급수 전개에서 2차 미분항을 포함한다. 각 반복 과정에서 미지수에 관한 2차식이 되는데 해를 예측함으로서 선형화 할 수 있다. QNRM의 수렴속도를 올리기 위해서는 이 해의 정확한 예측이 매우 중요하명 그 한 방법을 제시하였다. QNRM을 DC및 과도해석에 적용한 결과 NRM을 사용한 것보다 계산시간 및 반복횟우에 있어서 25% 이상 감소됨을 보여주었다.

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

  • 강종수;임준현;배대성
    • 한국생산제조학회지
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    • 제23권4호
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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.

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

  • 하태영
    • 지구물리와물리탐사
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    • 제7권3호
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    • pp.191-196
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    • 2004
  • 탄성파 역산에는 고전적인 Gauss-Newton 방법이 주로 사용된다. 이 방법은 Jacobian을 직접 계산하여 거대한 크기의 Hessian 행렬을 만드는 것을 필요로 한다. Hessian 행렬의 구성은 몇 가지의 요소들에 의해 결정되는데, 음원과 수진기의 위치, 영상화 구역(image zone), 음원 파형의 형태 등 다양한 형태의 모델링에 영향을 미치는 요소에 따라서 다른 모습으로 나타난다. 이 논문에서는 Gauss-Newton 방법에 나타나는 거대한 Hessian 행렬을 조절함으로써 Marmousi 탄성파 모델 자료를 역산하고자 한다. 또한 근사 Hessian행렬의 대안으로 두 가지의 유사 Hessian행렬들을 제시하고자 한다. 하나는 유한 폭을 갖는 Hessian행렬이고 다른 하나는 자동안정함수(automatic gain function, AGC)를 이용한 Hessian 행렬이다. 작은 크기의 모델에 대한 수치결과로부터 몇 가지의 사실을 알 수 있다. 하나는 유한 폭을 갖는 Hessian 행렬을 이용하여 얻어진 한번 근사된 속도모델은 원래의 Hessian 행렬을 이용하여 얻은 결과와 매우 유사하다는 것이고, 둘째로 자동안정함수를 이용한 근사 Hessian 행렬의 안정성이 많이 개선된다는 것이다.

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

  • 하현표;한명철
    • 대한기계학회논문집A
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    • 제25권3호
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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.

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.

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

  • Argyros, Ioannis K.
    • Journal of applied mathematics & informatics
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    • 제6권3호
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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.