A quadratically convergent algorithm for finding the largest eigenvalue of a nonnegative homogeneous polynomial map
In this paper we propose a quadratically convergent algorithm for finding the largest eigenvalue of a nonnegative homogeneous polynomial map where the Newton method is used to solve an equivalent system of nonlinear equations. The semi-symmetric tensor is introduced to reveal the relation between ho...
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Veröffentlicht in: | Journal of global optimization 2015-04, Vol.61 (4), p.627-641 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | In this paper we propose a quadratically convergent algorithm for finding the largest eigenvalue of a nonnegative homogeneous polynomial map where the Newton method is used to solve an equivalent system of nonlinear equations. The semi-symmetric tensor is introduced to reveal the relation between homogeneous polynomial map and its associated semi-symmetric tensor. Based on this relation a globally and quadratically convergent algorithm is established where the line search is inserted. Some numerical results of this method are reported. |
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ISSN: | 0925-5001 1573-2916 |
DOI: | 10.1007/s10898-014-0209-8 |