Two-step diagonal Newton method for large-scale systems of nonlinear equations

We propose some improvements on a diagonal Newton's method for solving large-scale systems of nonlinear equations. In this approach, we use data from two preceding steps to improve the current approximate Jacobian in diagonal form. Via this approach, we can achieve a higher order of accuracy fo...

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Bibliographic Details
Published in2011 Fourth International Conference on Modeling, Simulation and Applied Optimization pp. 1 - 4
Main Authors Waziri, M Y, Leong, W J, Hassan, M A, Monsi, M
Format Conference Proceeding
LanguageEnglish
Published IEEE 01.04.2011
Subjects
Accuracy
approximation
Approximation methods
diagonal updating
Jacobian matrices
Large systems
Large-scale systems
multi-step
Newton method
Nonlinear equations
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Summary:We propose some improvements on a diagonal Newton's method for solving large-scale systems of nonlinear equations. In this approach, we use data from two preceding steps to improve the current approximate Jacobian in diagonal form. Via this approach, we can achieve a higher order of accuracy for Jacobian approximation when compares to other existing diagonal-type Newton's method. The results of our numerical tests, demonstrate a clear enhancement in numerical performance of our proposed method.
ISBN:1457700034
9781457700033
DOI:10.1109/ICMSAO.2011.5775576