Solving Systems of Non-Linear Equations by Broyden's Method with Projected Updates
AbstractWe 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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Bibliographic InfoPaper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 0169.
Date of creation: Mar 1977
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- David M. Gay, 1977. "Some Convergence Properties of Broyden's Method," NBER Working Papers 0175, National Bureau of Economic Research, Inc.
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