On a nonlinear generalization of a matrix diagonal dominance with application to the aor method


Dragoslav Herceg, Ljiljana Cvetković




The problem of solving a nonlinear system $Fx=0$, $F\colon R^n\to R^n$, where mapping $F$ has some special properties, is present in a number of areas such as optimization problems, finite difference scheme for numerical solution of differential equations. In this paper, a case when $F$ is strictly diagonally dominant (SDD) is considered. In order to solve such problem, an modification of the nonlinear AOR method is proposed and its global convergence is shown.