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Solving Systems of Non-Linear Equations by Broyden's Method with Projected Updates


  • David M. Gay
  • Robert B. Schnabel


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.

Suggested Citation

  • David M. Gay & Robert B. Schnabel, 1977. "Solving Systems of Non-Linear Equations by Broyden's Method with Projected Updates," NBER Working Papers 0169, National Bureau of Economic Research, Inc.
  • Handle: RePEc:nbr:nberwo:0169

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    Cited by:

    1. 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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