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Newton's method revisited: How accurate do we have to be?

Authors :
Kjelgaard Mikkelsen, Carl Christian
López‐Villellas, Lorién
García‐Risueño, Pablo
Source :
Concurrency & Computation: Practice & Experience; May2024, Vol. 36 Issue 10, p1-21, 21p
Publication Year :
2024

Abstract

Summary: We analyze the convergence of quasi‐Newton methods in exact and finite precision arithmetic using three different techniques. We derive an upper bound for the stagnation level and we show that any sufficiently exact quasi‐Newton method will converge quadratically until stagnation. In the absence of sufficient accuracy, we are likely to retain rapid linear convergence. We confirm our analysis by computing square roots and solving bond constraint equations in the context of molecular dynamics. In particular, we apply both a symmetric variant and Forsgren's variant of the simplified Newton method. This work has implications for the implementation of quasi‐Newton methods regardless of the scale of the calculation or the machine. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
15320626
Volume :
36
Issue :
10
Database :
Complementary Index
Journal :
Concurrency & Computation: Practice & Experience
Publication Type :
Academic Journal
Accession number :
176649387
Full Text :
https://doi.org/10.1002/cpe.7853