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A faster Broyden method

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Abstract

A variation of the Broyden update is found to require less operations and to work as well as the usual Broyden update.

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References

  1. Broyden, C. G.,A class of methods for solving nonlinear simultaneous equations, Math. of Computations, Vol. 19, pages 577–593 (1965).

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  3. J. J. Moré and M. Y. Cosnard,Numerical solution of nonlinear equations, ACM Trans. on Mathematical Software, Vol. 5, No. 1, pages 64–85 (March 1979).

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Kvaalen, E. A faster Broyden method. BIT 31, 369–372 (1991). https://doi.org/10.1007/BF01931297

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  • DOI: https://doi.org/10.1007/BF01931297

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