Jacobian-free Newton-Raphson methods are general purpose iterative non-linear system solvers. The need to solve non-linear systems is ubiquitous throughout computational physics [1] and Jacobian-free Newton-Raphson methods can offer scalability, super-linear convergence and applicability. In fact, applications span from discretized PDEs [2] to power-flow problems [3]. The focus of this article is on Inexact-Newton-Krylov [2] and Quasi-Inverse-Newton [4] methods. For both of them, we prove analytically that the initial ordering of the equations can have a great impact on the numerical solution, as well as on the number of iterations to reach the solution. We also present numerical results obtained from a simple but representative case study, to quantify the impact of initial equations ordering on a concrete scenario.

1.
D.
Knoll
and
D.
Keyes
,
Journal of Computational Physics
193
,
357
397
(
2004
).
2.
P. N.
Brown
and
Y.
Saad
,
SIAM J. Sci. Statist. Comput.
11
,
450
481
(
1990
).
3.
Y.
Chen
and
C.
Shen
,
IEEE Transactions on Power Systems
21
,
1096
1103
Aug (
2006
).
4.
M. Y.
Waziri
,
W. J.
Leong
,
M. A.
Hassan
, and
M.
Monsi
,
J. Numer. Math. Stoch.
2
,
54
63
(
2010
).
5.
D. L. R.
Idema
, Computational Methods in Power System Analysis,
Atlantis Studies in Scientific Computing in Electromagnetics
(
Springer
,
2014
), pp.
ix
+
110
.
6.
J. J.
Dongarra
,
I. S.
Duff
,
D. C.
Sorensen
, and
H. A.
van der Vorst
, Numerical linear algebra for high-performance computers,
Software, Environments, and Tools
, Vol.
7
(
Society for Industrial and Applied Mathematics (SIAM)
,
Philadelphia, PA
,
1998
), pp.
xviii
+
342
.
7.
P. N.
Brown
,
SIAM J. Numer. Anal.
24
,
407
434
(
1987
).
8.
R.
Idema
,
D.
Lahaye
, and
C.
Vuik
, “
On the convergence of inexact newton methods
,” in
Numerical Mathematics and Advanced Applications
(
2013
).
9.
C.
Remani
,
Honour’s seminar
,
Department of Mathematical Science, Lakehead University
,
Canada
(
2013
).
10.
L. C.
Dutto
,
Internat. J. Numer. Methods Engrg.
36
,
457
497
(
1993
).
11.
A. C.
Hindmarsh
,
P. N.
Brown
,
K. E.
Grant
,
S. L.
Lee
,
R.
Serban
,
D. E.
Shumaker
, and
C. S.
Woodward
,
ACM Transactions on Mathematical Software (TOMS)
31
,
363
396
(
2005
).
12.
C. T.
Kelley
, Solving nonlinear equations with Newton’s method,
Fundamentals of Algorithms
, Vol.
1
(
Society for Industrial and Applied Mathematics (SIAM)
,
Philadelphia, PA
,
2003
), pp.
xiv
+
104
.
This content is only available via PDF.
You do not currently have access to this content.