Solving Systems of Non-Linear Equations by Broyden's Method with Projected Updates / David M. Gay, Robert B. Schnabel.

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Gay, David M

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Material type: Text

TextSeries: Working Paper Series (National Bureau of Economic Research) ; no. w0169.Publication details: Cambridge, Mass. National Bureau of Economic Research 1977.Description: 1 online resource: illustrations (black and white)Online resources:

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Abstract: 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.

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Item type	Home library	Collection	Call number	Status	Date due	Barcode	Item holds
Working Paper	Biblioteca Digital	Colección NBER	nber w0169 (Browse shelf(Opens below))	Not For Loan

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March 1977.

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.