Parallel variants of Broyden's method

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Summary: In this paper we investigate some parallel variants of Broyden's method and, for the basic variant, we present its convergence properties. The main result is that the behavior of the considered parallel Broyden's variants is comparable with the classical parallel Newton method, and significantly better than the parallel Cimmino method, both for linear and nonlinear cases. The considered variants are also compared with two more recently proposed parallel Broyden's method. Some numerical experiments are presented to illustrate the advantages and limits of the proposed algorithms.











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