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arXiv · 1911.05238

Benchmarking results for the Newton-Anderson method

Sara Pollock·Hunter Schwartz
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Abstract

This paper primarily presents numerical results for the Anderson accelerated Newton method on a set of benchmark problems. The results demonstrate superlinear convergence to solutions of both degenerate and nondegenerate problems. The convergence for nondegenerate problems is also justified theoretically. For degenerate problems, those whose Jacobians are singular at a solution, the domain of convergence is studied. It is observed in that setting that Newton-Anderson has a domain of convergence similar to Newton, but it may be attracted to a different solution than Newton if the problems are slightly perturbed.

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Sara Pollock, Hunter Schwartz. 2019-11-13. Benchmarking results for the Newton-Anderson method. https://arxiv.org/abs/1911.05238

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