Methods of the secant type for systems of equations with symmetric jacobian matrix

Symmetric methods (SS methods) of the secant type are proposed for systems of equations with symmetric Jacobian matrix. The SSI and SS2 methods generate sequences of symmetric matrices J and H which approximate the Jacobian matrix and inverse one, respectively. Rank-two quasi-Newton formulas for upd...

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Veröffentlicht in:Numerical functional analysis and optimization 1983-01, Vol.6 (2), p.183-195
1. Verfasser: Burdakov, O.P.
Format: Artikel
Sprache:eng
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Zusammenfassung:Symmetric methods (SS methods) of the secant type are proposed for systems of equations with symmetric Jacobian matrix. The SSI and SS2 methods generate sequences of symmetric matrices J and H which approximate the Jacobian matrix and inverse one, respectively. Rank-two quasi-Newton formulas for updating J and H are derived. The structure of the approximations J and H is better than the structure of the corresponding approximations in the traditional secant method because the SS methods take into account symmetry of the Jacobian matrix. Furthermore, the new methods retain the main properties of the traditional secant method, namely, J and H are consistent approximations to the Jacobian matrix; the SS methods converge superlinearly; the sequential (n + 1)-point SS methods have the R-order at least equal to the positive root of t n+1 -1=0.
ISSN:0163-0563
1532-2467
1532-2467
DOI:10.1080/01630568308816160