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A Two‐Step Matrix‐Free Secant Method for Solving Large‐Scale Systems of Nonlinear Equations

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  • M. Y. Waziri
  • W. J. Leong
  • M. Mamat

Abstract

We propose an approach to enhance the performance of a diagonal variant of secant method for solving large‐scale systems of nonlinear equations. In this approach, we consider diagonal secant method using data from two preceding steps rather than a single step derived using weak secant equation to improve the updated approximate Jacobian in diagonal form. The numerical results verify that the proposed approach is a clear enhancement in numerical performance.

Suggested Citation

  • M. Y. Waziri & W. J. Leong & M. Mamat, 2012. "A Two‐Step Matrix‐Free Secant Method for Solving Large‐Scale Systems of Nonlinear Equations," Journal of Applied Mathematics, John Wiley & Sons, vol. 2012(1).
    • Handle: RePEc:wly:jnljam:v:2012:y:2012:i:1:n:348654
    DOI: 10.1155/2012/348654
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