On the convergence of Newton's method for monotone systems of polynomial equations
On the convergence of Newton's method for monotone systems of polynomial equations
复制标题
论多项式方程单调系统牛顿法的收敛性
DOI:
10.1145/1250790.1250822
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发表时间:
2007
期刊:
影响因子:
--
通讯作者:
J. Esparza
中科院分区:
文献类型:
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作者:
S. Kiefer;Michael Luttenberger;J. Esparza
Monotone systems of polynomial equations (MSPEs) are systems of fixed-point equations X1 = f1(X1, ..., Xn), ..., Xn = fn(X1, ..., Xn) where each fi is a polynomial with positive real coefficients. The question of computing the least non-negative solution of a given MSPE X = f(X) arises naturally in the analysis of stochastic context-free grammars, recursive Markov chains, and probabilistic pushdown automata. While the Kleene sequence f(0), f(f(0)), ... always converges to the least solution mu.f, if it exists, the number of iterations needed to compute the first i bits of mu.f may grow exponentially in i.Etessami and Yannakakis have recently adapted Newton's iterative method to MSPEs and proved that the Newton sequence converges at least as fast as the Kleene sequence and exponentially faster in many cases.They conjecture that, given an MSPE of size m, the number of Newton iterations needed to obtain i accurate bits of mu.f grows polynomially in i and m. In this paper we show that the number of iterations grows linearly in i for strongly connected MSPEs and may grow exponentially in m for general MSPEs.
DOI:
--
发表时间:
2005
期刊:
日本科学教育学会年会論文集 第29号
影响因子:
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作者:
中山 迅;大場裕子;猿田祐嗣
通讯作者:
猿田祐嗣