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Solving Systems of Non-Linear Equations by Broyden's Method with Projected Updates / David M. Gay, Robert B. Schnabel.
- Format:
- Book
- Author/Creator:
- Gay, David M.
- Series:
- Working Paper Series (National Bureau of Economic Research) no. w0169.
- NBER working paper series no. w0169
- Language:
- English
- Subjects (All):
- Iterative methods (Mathematics).
- Evolution equations--Numerical solutions.
- Evolution equations.
- Physical Description:
- 1 online resource: illustrations (black and white);
- Place of Publication:
- Cambridge, Mass. National Bureau of Economic Research 1977.
- Cambridge, Mass. : National Bureau of Economic Research, 1977.
- Summary:
- We introduce a modification of Broyden's method for finding a zero of n nonlinear equations in n unknowns when analytic derivatives are not available. The method retains the local Q-superlinear convergence of Broyden's method and has the additional property that if any or all of the equations are linear, it locates a zero of these equations in n+1 or fewer iterations. Limited computational experience suggests that our modification often improves upon Eroyden's method.
- Notes:
- Print version record
- March 1977.
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