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1 s2.0 0022247X66901156 Main PDF
1 s2.0 0022247X66901156 Main PDF
ADI BEN-ISRAEL
INTRODUCTION
f(x) =o (1)
is based upon the convergence, under suitable conditions [l, 21, of the
sequence
f&l, ***,x7&>
=0
or f(x) = 0 (3)
f*(% 3**-,x78)= 0
are immediate in case: m = n, [l], where the analog of (2) is?
* Part of the research underlying this report was undertaken for the Office of Naval
Research, Contract Nonr-1228(10), Project NR 047-021, and for the U.S. Army
Research Office-Durham, Contract No. DA-31-124-ARO-D-322 at Northwestern
University. Reproduction of this paper in whole or in part is permitted for any pur-
pose of the United States Government.
* See section on notations below.
243
244 BEN-ISRAEL
NOTATIONS
Let R(A), N(A) denote the range resp. null spaceof A, and A+ the generalized
inverse of A, [13].
For u E Ek and r > 0 let
S(u, Y) = {x E Ek : II x -u II < r}
RESULTS
x* = !dx*) (26)
is equivalent, by (14), to
J’b*) f(x*) = 0, (27)
which is equivalent to
J*(x*) f(x*) = 0 (28)
since N(A+) = N(A*) for every A EE~X~ [14]. Q.E.D.
THEOREM 2. Let the function f : En--j Em be in the class c’(S(u, Y)). Then
u is an isolated point for f in the linear manifold {u + R( J*(u))}.
PROOF. Suppose the theorem is false. Then there is a sequence
xk E s(u, Y) n {u + R(]*(u))} (k = 1, 2, “‘) (30)
such that
xk-+u and f(xk) = f(u) (A = 1, 2, *.‘) (31)
From f E C’(S(u, r)) it follows that
(35)
The sequence{z,}/11 zI, /I, (k = 1, 2, ***), consists of unit vectors which by (30)
and (33) lie in R( J*(u)), and by (35) and (34) converge to a vector in N( J(u)),
a contradiction. Q.E.D.
COROLLARY. The limit X* of the sequence (12) is an isolated zero for the
function 1*(x.+) f( x ) zn
’ th e Iinear manifold {xx + R(J*(x,))}, unless 1(x*) = 0
the zero matrix.
EXAMPLES
and
p = 0, 1, **a
For a = 1: (37) reduces to (12), (Y= 0 yields the modified Newton method
of [17], and for (Y> 2 : 01is the number of iterations with the modified method
[17], (with the Jacobian J(xsa), p = 0, 1, a**), between successive computa-
tions of the Jacobian J(xPd) and its generalized inverse. In all the examples
worked out, convergence (up to the desired accuracy) required the smallest
number of iterations for (Y= 1; but often for higher values of (Yless computa-
tions (and time) were required on account of computing 1 and /+ only
A NEWTON-RAPHSON METHOD 249
once in 01iterations. The computations were carried out on Philco 2000. The
method of [18] was used in the subroutine of computing the generalized
inverse J+.
Equation (13) is
whose solutions are (0,O) a saddle point of Cfi2(x) and (1, l), (- 1, - 1)
the solutions of f(x) = 0. In applying (37), derivatives were replaced by
differences with Ax = 0.001.
Some results are
a=3
~0: + k 0 1 2 I 3
pa + k 4 5 6 7
CY=5
0 5 6 8 9
--I -
3.000000 1.050657 1.001078 1.000002 j 1.000000
2.000000 1.04343 1 3.00107*~ 1.000002 1.oooooo
The Jacobian and its generalized inverse were twice calculated (iterations I,
6), whereas for 01= 3 they were calculated 3 times.
a = 10
-
T
pa + k 0 10 11 12
I_
3.0 1.003686 1.OOOOOS 1.oooooo
2.0 1.003559 1.000008 1.oooooo
EXAMPLE 2.
P 4 5 6 7
EXAMPLE 3.
1 x1 , x2) = x1 + x2 - 10 = 0
f(x) = 1;2;xl , x2) = x1x2 - 16 = 0.
The solutions of this system are (2,s) and (8,2). However, applying (12) with
an initial x0 on the line: x1 = xa , results in the whole sequence being on the
same line. Indeed,
409/rglz-6
252 BEN-ISRAEL
ACKNOWLEDGMENT
The author gratefully acknowledges the computing facilities made available to him
by the SWOPE Foundation.
REFERENCES