Un algoritmo tipo Newton globalizado para resolver la ecuación cuadrática matricial

  • Mauricio Macías Universidad del Cauca, Departamento de Matemáticas, Popayán, Colombia.
  • Héctor J. Martínez Universidad del Valle, Departamento de Matemáticas, Cali, Colombia.
  • Rosana Pérez Universidad del Cauca, Departamento de Matemáticas, Popayán, Colombia.

Resumen

En este artículo se presenta una globalización del algoritmo cuasi-Newton local propuesto en [16] para resolver la ecuación cuadrática matricial. Se demuestra que la estrategia de globalización usada no interfiere en la tasa
de convergencia del algoritmo cuasi-Newton. Pruebas numéricas muestran un buen desempeño del algoritmo global propuesto.

Palabras clave: Función matricial, método de Newton, ecuaciones matriciales no lineales, convergencia

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Citas

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Publicado
2018-12-12