求解奇异非线性方程组的牛顿不精确最小二乘算法
Journal of Hebei Normal University(Natural Science Edition)(2015)
Abstract
对运用M-P逆建立的Newton迭代法做近似,构造不精确的算法.取Newton方程组的最小二乘解的近似解推导构造不精确的算法,结果可得到不精确Gauss-Newton算法和不精确Levenberg-Marquardt算法;用一迭代法计算雅可比矩阵的Moore-Penrose逆,截取它的一个近似矩阵构造不精确的算法,给出了近似程度的控制条件,证明了其收敛性;用雅可比矩阵的局部信息代替其全部信息构造不精确的算法,证明了算法的收敛性.数值例子也表明了不精确算法在求解大型方程组问题上的优越性.
MoreKey words
singular nonlinear system of equations,inexact method,Moore-Penrose inverse,Newton-least squares methods
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