The Secant/Finite Difference Algorithm for Solving Sparse Nonlinear Systems of Equations
RICE UNIV HOUSTON TX DEPT OF MATHEMATICAL SCIENCES
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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.
- Theoretical Mathematics
- Fluid Mechanics
- Operations Research