Multivariate Newton Rhapson Method
- From: "naebad" <minnaebad@xxxxxxxxxxx>
- Date: 30 Jan 2006 15:57:41 -0800
I could not find anything on this on the net though it must be done
somewhere - so I had a go myself. What I need is a multivariate form of
Newton Rhapson.
Suppose I have
f(X1)=f(X0) + f '(Xo)[X1-X0] (1)
where X1 and X0 are m square non-singular matrices. Now assume f(X1)=0
and re-write(1) above
as
0 = f(x0)+f '(x0) [ X1-X0]
and we eventually get the recursion
X(n)=X(n-1)-f ' (X(n-1) ^-1 f(X(n-1)
now my question is siimple - is this right? Or should (1) be
f(X1)=f(X0)+[X1-X0]f ' (X0)
since we are dealing with matrices which do not commute.
ie the X1-X0 before the f '(X0)
Also - how do I differentiate wrt a matrix to calculate f ' (X(n-1)?
Thanks
Naebad
.
- Follow-Ups:
- Re: Multivariate Newton Rhapson Method
- From: Robert Israel
- Re: Multivariate Newton Rhapson Method
- Prev by Date: Re: Composite Congruency Example
- Next by Date: Re: linear algebra
- Previous by thread: Integral inequality
- Next by thread: Re: Multivariate Newton Rhapson Method
- Index(es):
Relevant Pages
|