The Combined Schubert/Secant/Finite Difference Algorithm for Solving Sparse Nonlinear Systems of Equations

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dc.contributor.authorDennis, J.E. Jr.
dc.contributor.authorLi, Guangye
dc.date.accessioned2018-06-18T17:27:10Z
dc.date.available2018-06-18T17:27:10Z
dc.date.issued1986-05
dc.date.noteMay 1986 (Revised November 1986)
dc.description.abstractThis paper presents an algorithm, the combined Schubert/secant/finite difference algorithm, for solving sparse nonlinear systems of equations. This algorithm is based on dividing the columns of the Jacobian into two parts, and using different algorithms on each part. This algorithm incorporates advantages of both algorithms by exploiting some special structure of the Jacobian to obtain a good approximation to the Jacobian by using a little effort as possible. Kantorovich-type analysis and a locally q-superlinear convergence results for this algorithm are given.
dc.format.extent24 pp
dc.identifier.citationDennis, J.E. Jr. and Li, Guangye. "The Combined Schubert/Secant/Finite Difference Algorithm for Solving Sparse Nonlinear Systems of Equations." (1986) <a href="https://hdl.handle.net/1911/101599">https://hdl.handle.net/1911/101599</a>.
dc.identifier.digitalTR86-11
dc.identifier.urihttps://hdl.handle.net/1911/101599
dc.language.isoeng
dc.titleThe Combined Schubert/Secant/Finite Difference Algorithm for Solving Sparse Nonlinear Systems of Equations
dc.typeTechnical report
dc.type.dcmiText
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