lecture23 - CMPSC/MATH 451 Numerical Computations Lecture...

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CMPSC/MATH 451 Numerical Computations Lecture 23 October 14, 2011 Prof. Kamesh Madduri
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Class Overview Systems of non-linear equations Broyden’s method Started discussion of next unit, Interpolation 2
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Nonlinear Equations Numerical Methods in One Dimension Methods for Systems of Nonlinear Equations Fixed-Point Iteration Newton’s Method Secant Updating Methods Secant Updating Methods Secant updating methods reduce cost by Using function values at successive iterates to build approximate Jacobian and avoiding explicit evaluation of derivatives Updating factorization of approximate Jacobian rather than refactoring it each iteration Most secant updating methods have superlinear but not quadratic convergence rate Secant updating methods often cost less overall than Newton’s method because of lower cost per iteration Michael T. Heath Scientific Computing 48 / 55
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Nonlinear Equations Numerical Methods in One Dimension Methods for Systems of Nonlinear Equations Fixed-Point Iteration
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This note was uploaded on 01/19/2012 for the course CMPSC 451 taught by Professor Staff during the Spring '08 term at Pennsylvania State University, University Park.

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lecture23 - CMPSC/MATH 451 Numerical Computations Lecture...

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