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Convergence of asynchronous Jacobi–Newton-iterations

✍ Scribed by Uwe Schrader

Publisher
John Wiley and Sons
Year
1999
Tongue
English
Weight
69 KB
Volume
6
Category
Article
ISSN
1070-5325

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✦ Synopsis

Asynchronous iterations often converge under different conditions than their synchronous counterparts. In this paper we will study the global convergence of Jacobi-Newton-like methods for nonlinear equations F x = 0. It is a known fact, that the synchronous algorithm converges monotonically, if F is a convex M-function and the starting values x 0 and y 0 meet the condition F x 0 ≤ 0 ≤ Fy 0 . In the paper it will be shown, which modifications are necessary to guarantee a similar convergence behavior for an asynchronous computation.

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