Semilocal convergence analysis for the modified Newton-HSS method under the Hölder condition

Numerical Algorithms(2015)

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摘要
The present paper is concerned with theoretical properties of the modified Newton-HSS method for large sparse non-Hermitian positive definite systems of nonlinear equations. Assuming that the nonlinear operator satisfies the Hölder continuity condition, a new semilocal convergence theorem for the modified Newton-HSS method is established. The Hölder continuity condition is milder than the usual Lipschitz condition. The semilocal convergence theorem is established by using the majorizing principle, which is based on the concept of majorizing sequence given by Kantorovich. Two real valued functions and two real sequences are used to establish the convergence criterion. Furthermore, a numerical example is given to show application of our theorem.
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关键词
Modified Newton-HlSS method,Large sparse systems,Nonlinear equations,Holder continuous condition,Positive-definite Jacobian matrices,Majorant principle
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