Gay, David M. <br/><br/>
Solving Systems of Non-Linear Equations by Broyden's Method with Projected Updates / 
David M. Gay, Robert B. Schnabel. 
 - Cambridge, Mass.  National Bureau of Economic Research  1977. 
 - 1 online resource:  illustrations (black and white); 
 - NBER working paper series  no. w0169 .
 - Working Paper Series (National Bureau of Economic Research)  no. w0169. .
<br/><br/> March 1977. 
<br/><br/> 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. 
<br/><br/>
<br/><br/><br/>System requirements: Adobe [Acrobat] Reader required for PDF files. <br/>Mode of access: World Wide Web.