Application of mixed precision for solving systems of nonlinear equation by quasi-Newtonian methods
Abstract
The paper deals with Quasi-Newtonian Methods for solving large-orders nonlinear equation systems. The paper proposes Dennis-More algorithm of the Quasi-Newtonian method with the usage of mixed precision arithmetic in calculation for solving mentioned nonlinear equation systems. Mixed precision usage allows significantly reduce the time of solving mentioned nonlinear equation systems for the same number of iterations without losing the accuracy of the obtained solution. The obtained results of the numerical experiments for the solving nonlinear equation systems of various orders using mixed precision indicate a significant reduction in the time of solving the specified systems in comparison with calculations on double precision.
References
J.E. Dennis, Jr., Jorge More. Quasi-Newton Methods, Motivation and Theory. SIAM Review. v. 19, № 1.January 1977, р. 46-89.
Nesterenko, A.N., Khimich, A.N., Yakovlev, M.F. To the problem of solving of non-linear systems on multi-processor distributed memory computing system. Gerald of computer and information technologies. 2006. № 10. pp. 54-56.
Copyright (c) 2023 Алла Нестеренко, Олександр Дученко (Автор)
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