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

DOI10.1007/BF02238734MaRDI QIDQ1114338zbMATH OpenOpenAlexFDO

Authors Andreas Frommer

Publication date 1989

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02238734

zbMATH Keywords

algorithmBrown's methoddense banded Jacobianimplementation

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to field theory (12-04) Numerical computation of solutions to systems of equations (65H10)

Review text

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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Cites work

• A Quadratically Convergent Newton-Like Method Based Upon Gaussian Elimination
• Ein Konvergenzsatz für Verfahren vomBrown-Brent-Typ
• Some Efficient Algorithms for Solving Systems of Nonlinear Equations

Cited in

(5)

• Comparison of Brown's and Newton's method in the monotone case
• Newton-like method for nonlinear banded block diagonal system
• Brown-Broyden update algorithm
• A method of solving systems of nonlinear equations of large dimension with banded Jacobian matrix
• Implementation and comparison of brown algorithm with analytical partial derivatives for boundary value problems

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