Accession Number:

ADA453093

Title:

The Secant/Finite Difference Algorithm for Solving Sparse Nonlinear Systems of Equations

Descriptive Note:

Technical rept.

Corporate Author:

RICE UNIV HOUSTON TX DEPT OF MATHEMATICAL SCIENCES

Personal Author(s):

Report Date:

1986-05-01

Pagination or Media Count:

22.0

Abstract:

This paper presents an algorithm, the secantfinite 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.

Subject Categories:

  • Theoretical Mathematics
  • Fluid Mechanics
  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE