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

Abstract

This paper presents an algorithm, the secant/finite difference algorithm, for solving sparse nonlinear systems of equations. This algorithm is a combination of a finite difference method and a secant method. A q-superlinear convergence result and an r-convergence rate estimate show that this algorithm has good local convergence properties. The numerical results indicate that this algorithm is probably more efficient than some currently used algorithms.

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1986
Accession Number
ADA453093

Entities

People

  • Guangye Li

Organizations

  • Rice University

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Applied Mathematics
  • Convergence
  • Equations
  • Information Operations
  • Mathematics
  • Nonlinear Systems

Fields of Study

  • Mathematics

Readers

  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Operations Research