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A two-step matrix-free secant method for solving large-scale systems of nonlinear equations. (English) Zbl 1247.65068

Summary: We propose an approach to enhance the performance of a diagonal variant of secant method for solving large-scale systems of nonlinear equations. In this approach, we consider the diagonal secant method using data from two preceding steps rather than a single step derived using weak secant equation to improve the updated approximate Jacobian in diagonal form. The numerical results verify that the proposed approach is a clear enhancement in numerical performance.

MSC:

65H10 Numerical computation of solutions to systems of equations

References:

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