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Kantorovich's theorem for Newton's method on Lie groups
作者姓名:WANG  Jin-hua  LI  Chong
作者单位:[1]Department of Mathematics, Zhejiang University of Technology, Hangzhou 310032, China [2]Department of Mathematics, Zhejiang University, Hangzhou 310027, China
基金项目:Project supported by the National Natural Science Foundation of China (No. 10271025), and the Program for New Century Excellent Talents in University of China
摘    要:The convergence criterion of Newton's method to find the zeros ofa mapffrom a Lie group to its corresponding Lie algebra is established under the assumption thatfsatisfies the classical Lipschitz condition, and that the radius of convergence ball is also obtained. Furthermore, the radii of the uniqueness balls of the zeros of fare estimated. Owren and Welfert (2000) stated that if the initial point is close sufficiently to a zero off then Newton's method on Lie group converges to the zero; while this paper provides a Kantorovich's criterion for the convergence of Newton's method, not requiring the existence of a zero as a priori.

关 键 词:李群  牛顿法  Kantorovich定理  Lipschitz条件  收敛
收稿时间:2006-09-20
修稿时间:2007-01-04

Kantorovich’s theorem for Newton’s method on Lie groups
WANG Jin-hua LI Chong.Kantorovich’s theorem for Newton’s method on Lie groups[J].Journal of Zhejiang University Science,2007,8(6):978-986.
Authors:Wang Jin-hua  Li Chong
Institution:(1) Department of Mathematics, Zhejiang University of Technology, Hangzhou, 310032, China;(2) Department of Mathematics, Zhejiang University, Hangzhou, 310027, China
Abstract:The convergence criterion of Newton's method to find the zeros ofa mapffrom a Lie group to its corresponding Lie algebra is established under the assumption thatfsatisfies the classical Lipschitz condition, and that the radius of convergence ball is also obtained. Furthermore, the radii of the uniqueness balls of the zeros of fare estimated. Owren and Welfert (2000) stated that ifthe initial point is close sufficiently to a zero of f, then Newton's method on Lie group converges to the zero; while this paper provides a Kantorovich's criterion for the convergence of Newton's method, not requiring the existence of a zero as a priori.
Keywords:Newton's method  Lie group  Kantorovich's theorem  Lipschitz condition
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