Article ID: | iaor20119218 |
Volume: | 62 |
Issue: | 6 |
Start Page Number: | 2506 |
End Page Number: | 2517 |
Publication Date: | Sep 2011 |
Journal: | Computers and Mathematics with Applications |
Authors: | Wei Feifei, Feng Jieqing, Lin Hongwei |
Keywords: | computers, heuristics, programming: nonlinear, numerical analysis |
This paper proposes a parallel solver for the nonlinear systems in Bernstein form based on subdivision and the Newton–Raphson method, where the Kantorovich theorem is employed to identify the existence of a unique root and guarantee the convergence of the Newton–Raphson iterations. Since the Kantorovich theorem accommodates a singular Jacobian at the root, the proposed algorithm performs well in a multiple root case. Moreover, the solver is designed and implemented in parallel on Graphics Processing Unit(GPU) with SIMD architecture; thus, efficiency for solving a large number of systems is improved greatly, an observation validated by our experimental results.