Modified Newton-PAGSOR Method for Solving Nonlinear Systems with Complex Symmetric Jacobian Matrices

Abstract

We propose, in this paper, the preconditioned accelerated generalized successive overrelaxation (PAGSOR) iteration method for efficiently solving the large complex symmetric linear systems. To solve the nonlinear systems whose Jacobian matrices are complex and symmetric, treating the PAGSOR method as internal iteration, we construct a modified Newton-PAGSOR (MN-PAGSOR) method to provide an effective approach for solving a wide range of problems in various scientific and engineering fields. Based on the Hölder continuous condition we present the theoretical framework of the modified method, demonstrate its local convergence properties, and provide numerical experiments to validate its effectiveness in solving a class of nonlinear systems.

Keywords

Preconditioned accelerated generalized successive overrelaxation (PAGSOR) / Complex symmetric Jacobian matrix / Large sparse nonlinear systems / Modified Newton-PAGSOR (MN-PAGSOR) method / Local convergence / 65H10 / 65F10 / 65F50

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Funding

National Natural Science Foundation of China(12161030)

RIGHTS & PERMISSIONS

Shanghai University