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关于多元非线性方程的Broyden方法 被引量:7

BROYDEN METHOD FOR NONLINEAR EQUATION IN SEVERAL VARIABLES
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摘要 本文提出了求解多元非线性方程的Broyden方法,讨论了该方法的局部与半局部收敛性,并估计了其超线性收敛速度,数值实验表明,新方法是可行有效的,并且其计算效率高于方向Newton法和方向割线法。 Broyden method for nonlinear equation in several variables is presented, its local and semilocal convergence properties are discussed, and its superlinear convergence rate is estimated. Numerical experiments show that the new method is feasible and effective, and its computational efficiency is much higher than both directional Newton method and directional secant method.
出处 《计算数学》 CSCD 北大核心 2004年第4期385-400,共16页 Mathematica Numerica Sinica
基金 国家重点基础研究项目"大规模科学计算研究(G1999032803)"
关键词 非线性方程 局部收敛性 超线性收敛 NEWTON法 割线法 数值实验 求解 新方法 估计 方向 Newton method, Broyden method, nonlinear equation, local and semilocal convergence, superlinear convergence
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参考文献10

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