Modification of a quasi-Newton method for nonlinear equations with a sparse Jacobian
Modification of a quasi-Newton method for nonlinear equations with a sparse Jacobian
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DOI：
10.1090/s0025-5718-1970-0258276-9
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发表时间：
1970
影响因子：
2
通讯作者：
Lenhart K. Schubert
中科院分区：
文献类型：
--
作者：
Lenhart K. Schubert
对于用拟牛顿法求解大型非线性方程组，通常最好存储雅可比矩阵的近似值，而不是雅可比矩阵的逆近似值。主要原因是，当雅可比矩阵是稀疏的并且零点的位置已知时，可以使近似雅可比矩阵的更新过程比近似逆雅可比矩阵的更新过程更有效。
For solving large systems of nonlinear equations by quasi-Newton methods it may often be preferable to store an approximation to the Jacobian rather than an approximation to the inverse Jacobian. The main reason is that when the Jacobian is sparse and the locations of the zeroes are known, the updating procedure can be made more efficient for the approximate Jacobian than for the approximate inverse Jacobian.