Matrix Theory and AlgorithmsAdvanced Optimization Algorithms ResearchIterative Methods for Nonlinear Equations

Pingfei Dai, Xian-Ming Gu, Qingbiao Wu

2026.3.2East Asian Journal on Applied Mathematics

DOI: 10.4208/eajam.2025-052.281025

Abstract

An efficient modified Newton-PBGADI method for nonlinear systems with large sparse non-Hermitian positive definite Jacobian matrices is proposed. The method integrates a modified Newton framework that achieves R-order three convergence while requiring only a single inversion of the Jacobian matrix per iteration. The resulting linear subproblems are solved by a preconditioned block GADI method. The convergence of this iterative scheme is studied and the local convergence of the overall modified Newton–PBGADI method is rigorously analyzed. Two numerical examples involving two-dimensional nonlinear PDEs validate effectiveness and computational efficiency of the method.

Citation format

DAI, Pingfei; GU, Xian-Ming; WU, Qingbiao. Modified newton preconditioned block GADI method for complex nonlinear systems. East Asian Journal on Applied Mathematics, 2026, 16(4): 761–787.