Accession Number:

ADA454617

Title:

TENSOLVE: A Software Package for Solving Systems of Nonlinear Equations and Nonlinear Least Squares Problems Using Tensor Methods

Descriptive Note:

Corporate Author:

COLORADO UNIV AT BOULDER DEPT OF COMPUTER SCIENCE

Personal Author(s):

Report Date:

1994-10-01

Pagination or Media Count:

36.0

Abstract:

This paper describes a modular software package for solving systems of nonlinear equations and nonlinear least squares problems, using a new class of methods called tensor methods. It is intended for small to medium-sized problems, say with up to 100 equations and unknowns in cases where it is reasonable to calculate the Jacobian matrix or approximate it by finite differences at each iteration. The software allows the user to select between a tensor method and a standard method based upon a linear model. The tensor method models Fx by a quadratic model where the second-order term is chosen so that the model is hardly more expensive to form, store, or solve than the standard linear model. Moreover, the software provides two different global strategies, a line search and a two-dimensional trust region approach. Test results indicate that, in general, tensor methods are significantly more efficient and robust than standard methods on small and medium-sized problems in iterations and function evaluations.

Subject Categories:

  • Numerical Mathematics
  • Computer Programming and Software

Distribution Statement:

APPROVED FOR PUBLIC RELEASE