Brown-Broyden update algorithm
An iteration method is proposed for numerical solution of systems of nonlinear equations \(F(x)=0\) with \(F:D\subset {\mathbb R}^n\to{\mathbb R}^n\). It is a hybrid method based on Brown's techniques which integrate the generalized LU decomposition into Newton's method, and Broyden's technique which updates the linearized coefficient matrix by columns. The proposed method preserves local superlinear convergence and structure of the two-staged interative processes in Brown's technique. Furthermore, it reduces number of calculating the function value from \(O(n^2)\) to \(O(n)\). Numerical results illustrate effectiveness of the method.
- New quasi-Newton method for solving systems of nonlinear equations.
- Global convergence of quasi-Newton methods based on adjoint Broyden updates
- Implementing Brown's method for systems of nonlinear equations with dense banded Jacobian
- On a general convergence for Broyden like update method
- Broyden's method in Hilbert space
- On the development of an algorithm for solving stiff nonlinear dynamic equations based on the Broyden's updating method
- Implementation and comparison of brown algorithm with analytical partial derivatives for boundary value problems
- A survey of interactive mesh-cutting techniques and a new method for implementing generalized interactive mesh cutting using virtual tools
- Extending Broyden's method to interaction problems
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