Newton method for nonlinear system with singular Jacobian using diagonal updating

• Main Authors: Yusuf, Mohammed Waziri, Leong, Wah June, Abu Hassan, Malik, Monsi, Mansor
• Format: Article
• Language: English
• Published: Centre for Environment, Social and Economic Research Publications 2010
• Online Access: http://psasir.upm.edu.my/id/eprint/15810/1/Newton%20method%20for%20nonlinear%20system%20with%20singular%20Jacobian%20using%20diagonal%20updating.pdf; http://psasir.upm.edu.my/id/eprint/15810/

It is well known that when the Jacobian of nonlinear systems is nonsingular in the neighborhood of the solution, the convergence of Newton method to a solution x* of F(x) = 0 is guaranteed and the rate is quadratic. Violating this condition, i.e. the Jacobian to be singular the convergence may be un...