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An efficient solver for systems of nonlinear equations with singular Jacobian via diagonal updating


Citation

Waziri, Mohammed Yusuf and Leong, Wah June and Abu Hassan, Malik and Monsi, Mansor (2010) An efficient solver for systems of nonlinear equations with singular Jacobian via diagonal updating. Applied Mathematical Sciences, 4 (69-72). pp. 3403-3412. ISSN 1312-885X; ESSN: 1314-7552

Abstract

It is well known that the quadratic rate of convergence of Newton method for solving nonlinear equations is depends on when the Jacobian is nonsingular in the neighborhood of the solution. Disobeying this condition, i.e. the Jacobian to be singular the convergence is too slow and may even lost. In this paper, we report on design and implementation of an efficient solver for systems of nonlinear equations with singular Jacobian at a solution. Our approach is based on approximation of the Jacobian inverse into a nonsingular diagonal matrix without computing the Jacobian. The proposed algorithm is simple and straightforward to implement. We report on several numerical experiments which shows that, the proposed method is very efficient.


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Additional Metadata

Item Type: Article
Divisions: Faculty of Science
Publisher: Hikari Ltd.
Keywords: Nonlinear equations; Diagonally updating; Approximation; Non singular Jacobian; Inverse Jacobian
Depositing User: Nurul Ainie Mokhtar
Date Deposited: 06 Jun 2015 12:18
Last Modified: 20 Oct 2015 01:48
URI: http://psasir.upm.edu.my/id/eprint/13026
Statistic Details: View Download Statistic

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