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

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dc.contributor.authorDennis, J.E. Jr.en_US
dc.contributor.authorLi, Guangyeen_US
dc.date.accessioned2018-06-18T17:27:10Zen_US
dc.date.available2018-06-18T17:27:10Zen_US
dc.date.issued1986-05en_US
dc.date.noteMay 1986 (Revised November 1986)en_US
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.en_US
dc.format.extent24 ppen_US
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>.en_US
dc.identifier.digitalTR86-11en_US
dc.identifier.urihttps://hdl.handle.net/1911/101599en_US
dc.language.isoengen_US
dc.titleThe Combined Schubert/Secant/Finite Difference Algorithm for Solving Sparse Nonlinear Systems of Equationsen_US
dc.typeTechnical reporten_US
dc.type.dcmiTexten_US
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