Implementing Brown's method for systems of nonlinear equations with dense banded Jacobian (Q1114338)

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Implementing Brown's method for systems of nonlinear equations with dense banded Jacobian
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    Implementing Brown's method for systems of nonlinear equations with dense banded Jacobian (English)
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    1989
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    An implementation of \textit{K. M. Brown}'s method [SIAM J. Numer. Analysis 6, 560-569 (1969; Zbl 0245.65023)] for systems of nonlinear equations with dense banded Jacobian is shown. The algorithm requires essentially the same number of operations for one iteration step as the Gaussian elimination does, when used for dense banded linear systems.
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    Brown's method
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    implementation
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    dense banded Jacobian
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    algorithm
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