English

Stepsize control for Newton's method in the presence of singularities

Numerical Analysis 2013-08-01 v1

Abstract

Singularities in the Jacobian matrix are an obstacle to Newton's method. We show that stepsize controls suggested by Deuflhard and Steinhoff can be used to detect and rapidly converge to such singularities.

Keywords

Cite

@article{arxiv.1307.8411,
  title  = {Stepsize control for Newton's method in the presence of singularities},
  author = {Michael Kratzer},
  journal= {arXiv preprint arXiv:1307.8411},
  year   = {2013}
}

Comments

14 pages, 4 figures