BIT Numerical Mathematics

, Volume 31, Issue 2, pp 369–372

A faster Broyden method

  • Eric Kvaalen
Scientific Notes

Abstract

A variation of the Broyden update is found to require less operations and to work as well as the usual Broyden update.

Subject classifications

AMS 65H10 CR G.1.5 

Keywords

Broyden method systems of equations roots quasi-Newton methods 

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References

  1. 1.
    Broyden, C. G.,A class of methods for solving nonlinear simultaneous equations, Math. of Computations, Vol. 19, pages 577–593 (1965).Google Scholar
  2. 2.
    P. N. Brown, A. C. Hindmarsh and H. F. Walker,Experiments with quasi-Newton methods in solving stiff ODE systems, SIAM J. Sci. Stat. Comp., Vol. 6, No. 2, pages 297–313 (April 1985).Google Scholar
  3. 3.
    J. J. Moré and M. Y. Cosnard,Numerical solution of nonlinear equations, ACM Trans. on Mathematical Software, Vol. 5, No. 1, pages 64–85 (March 1979).Google Scholar

Copyright information

© BIT Foundations 1991

Authors and Affiliations

  • Eric Kvaalen
    • 1
  1. 1.IMI Institute for Research and DevelopmentHaifaIsrael

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