English

Newton-Anderson at Singular Points

Numerical Analysis 2023-10-27 v4 Numerical Analysis

Abstract

In this paper we develop convergence and acceleration theory for Anderson acceleration applied to Newton's method for nonlinear systems in which the Jacobian is singular at a solution. For these problems, the standard Newton algorithm converges linearly in a region about the solution; and, it has been previously observed that Anderson acceleration can substantially improve convergence without additional a priori knowledge, and with little additional computation cost. We present an analysis of the Newton-Anderson algorithm in this context, and introduce a novel and theoretically supported safeguarding strategy. The convergence results are demonstrated with the Chandrasekhar H-equation and some standard benchmark examples.

Keywords

Cite

@article{arxiv.2207.12334,
  title  = {Newton-Anderson at Singular Points},
  author = {Matt Dallas and Sara Pollock},
  journal= {arXiv preprint arXiv:2207.12334},
  year   = {2023}
}

Comments

28 pages, 8 figures; fixed typos, added journal reference

R2 v1 2026-06-25T01:12:45.163Z