1. Inexact Newton-type method for solving large-scale absolute value equation Ax − |x| = b.
- Author
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Tang, Jingyong
- Subjects
- *
EQUATIONS , *LINEAR systems , *LINEAR equations , *ABSOLUTE value , *NEWTON-Raphson method - Abstract
Newton-type methods have been successfully applied to solve the absolute value equation Ax − |x| = b (denoted by AVE). This class of methods usually solves a system of linear equations exactly in each iteration. However, for large-scale AVEs, solving the corresponding system exactly may be expensive. In this paper, we propose an inexact Newton-type method for solving the AVE. In each iteration, the proposed method solves the corresponding system only approximately. Moreover, it adopts a new line search technique, which is well-defined and easy to implement. We prove that the proposed method has global and local superlinear convergence under the condition that the interval matrix [A − I, A + I] is regular. This condition is much weaker than those used in some Newton-type methods. Numerical results show that our method has fairly good practical efficiency for solving large-scale AVEs. [ABSTRACT FROM AUTHOR]
- Published
- 2024
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