Nonlinear systems of equations in complex plane are frequently encountered in applied mathematics, e.g., power systems, signal processing, control theory, neural networks, and biomedicine, to name a few. The solution of these problems often requires a first- or second-order approximation of nonlinear functions to generate a new step or descent direction to meet the solution iteratively. However, such methods cannot be applied to functions of complex and complex conjugate variables because they are necessarily nonanalytic. To overcome this problem, the Wirtinger calculus allows an expansion of nonlinear functions in its original complex and complex conjugate variables once they are analytic in their argument as a whole. Thus, the goal is to apply this methodology for solving nonlinear systems of equations emerged from applications in the industry. For instances, the complex-valued Jacobian matrix emerged from the power flow analysis model which is solved by Newton-Raphson method can be exactly determined. Similarly, overdetermined Jacobian matrices can be dealt, e.g., through the Gauss-Newton method in complex plane aimed to solve power system state estimation problems. Finally, the factorization method of the aforementioned Jacobian matrices is addressed through the fast Givens transformation algorithm which means the square root-free Givens rotations method in complex plane.
An Efficient Iterative Approach to Large Sparse Nonlinear Systems with Non-Hermitian Jacobian Matrices
