Alternative techniques for solving systems of nonlinear equations

DOI10.1016/0771-050X(82)90005-5zbMath0476.65032MaRDI QIDQ1159949

Andrew J. Hughes Hallett

Publication date: 1982

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

convergenceiterative techniquesfast Gauss-SeidelJacobi and Gauss-Seidel iterations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical computation of solutions to systems of equations (65H10) Statistical methods; economic indices and measures (91B82)

Related Items (14)

On different classes of monoparametric stationary iterative methods for the solution of linear systems ⋮ Optimal economic policies and uncertainty: the case against policy selection by nonlinear programming ⋮ Region-dependent optimal \(m\)-stage Runge-Kutta schemes for solving a class of nonsymmetric linear systems ⋮ Stepsize restrictions for stability in the numerical solution of ordinary and partial differential equations ⋮ A survey of the iterative methods for the solution of linear systems by extrapolation, relaxation and other techniques ⋮ Iterative techniques for solving simultaneous equation systems: A view from the economics literature ⋮ On the optimization of an extrapolation method ⋮ The principle of extrapolation and the Cayley transform ⋮ On the optimal complex extrapolation of the complex Cayley transform ⋮ Controlled overrelaxation method and the general extrapolation method ⋮ The saddle point problem and the Manteuffel algorithm ⋮ The Gauss-Seidel-quasi-Newton method: a hybrid algorithm for solving dynamic economic models ⋮ Second-order iterations with guaranteed convergence ⋮ Techniques which accelerate the convergence of first order iterations automatically

Cites Work

• Optimal economic policies and uncertainty: the case against policy selection by nonlinear programming
• Optimal Policies for Economic Stabilization
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