Emergent Mind

Newton-Anderson at Singular Points

(2207.12334)
Published Jul 25, 2022 in math.NA and cs.NA

Abstract

In this paper we develop convergence and acceleration theory for Anderson acceleration applied to Newton's method for nonlinear systems in which the Jacobian is singular at a solution. For these problems, the standard Newton algorithm converges linearly in a region about the solution; and, it has been previously observed that Anderson acceleration can substantially improve convergence without additional a priori knowledge, and with little additional computation cost. We present an analysis of the Newton-Anderson algorithm in this context, and introduce a novel and theoretically supported safeguarding strategy. The convergence results are demonstrated with the Chandrasekhar H-equation and some standard benchmark examples.

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