Semilocal and global convergence of the Newton-HSS method for systems of nonlinear equations

Abstract

Newton-HSS methods, which are variants of inexact Newton methods different from the Newton–Krylov methods, have been shown to be competitive methods for solving large sparse systems of nonlinear equations with positive-definite Jacobian matrices (J. Comp. Math. 2010; 28:235–260). In that paper, only local convergence was proved. In this paper, we prove a Kantorovich-type semilocal convergence. Then we introduce Newton-HSS methods with a backtracking strategy and analyse their global convergence. Finally, these globally convergent Newton-HSS methods are shown to work well on several typical examples using different forcing terms to stop the inner iterations. Copyright © 2010 John Wiley & Sons, Ltd.