Quasi-Newton methods with factorization scaling for solving sparse nonlinear systems of equations (Q1075739)
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English | Quasi-Newton methods with factorization scaling for solving sparse nonlinear systems of equations |
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Quasi-Newton methods with factorization scaling for solving sparse nonlinear systems of equations (English)
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1987
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We present a quasi-Newton type method, which applies to large and sparse nonlinear systems of equations and uses the Q-R factorization of the approximate Jacobians. This method belongs to a more general class of algorithms for which we prove a local convergence theorem. Some numerical experiments seem to confirm that the new algorithm is reliable.
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local convergence
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numerical experiments
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quasi-Newton methods
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factorization of matrices
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