Benchmarking results for the Newton-Anderson method
Numerical Analysis
2019-11-14 v1 Numerical Analysis
Abstract
This paper primarily presents numerical results for the Anderson accelerated Newton method on a set of benchmark problems. The results demonstrate superlinear convergence to solutions of both degenerate and nondegenerate problems. The convergence for nondegenerate problems is also justified theoretically. For degenerate problems, those whose Jacobians are singular at a solution, the domain of convergence is studied. It is observed in that setting that Newton-Anderson has a domain of convergence similar to Newton, but it may be attracted to a different solution than Newton if the problems are slightly perturbed.
Cite
@article{arxiv.1911.05238,
title = {Benchmarking results for the Newton-Anderson method},
author = {Sara Pollock and Hunter Schwartz},
journal= {arXiv preprint arXiv:1911.05238},
year = {2019}
}
Comments
12 pages, 5 figures, 3 tables