The Secant/Finite Difference Alogorithm for Solving Sparse Nonlinear Systems of Equations
This paper presents an algorithm, the secant/finite difference algorithm, for solving sparse nonlinear systems of equations. This algorithm is a combination of a finite difference method and a secant method. A q-superlinear convergence result and an r-convergence rate estimate show that this algorithm has good local convergence properties. The numerical results indicate that this algorithm is probably more efficient than some currently used algorithms.
Citable link to this pagehttps://hdl.handle.net/1911/101589
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- CAAM Technical Reports