COMPARING ALGORITHMS FOR SOLVING SPARSE NONLINEAR-SYSTEMS OF EQUATIONS

被引:55
作者
GOMESRUGGIERO, MA
MARTINEZ, JM
MORETTI, AC
机构
来源
SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING | 1992年 / 13卷 / 02期
关键词
NONLINEAR SYSTEMS OF EQUATIONS; SPARSE MATRICES; LU FACTORIZATIONS; NEWTON METHOD; QUASI-NEWTON METHODS;
D O I
10.1137/0913025
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper describes implementations of eight algorithms of Newton and quasi-Newton type for solving large sparse systems of nonlinear equations. For linear algebra calculations, a symbolic manipulation is used, as well as a static data structure introduced recently by George and Ng, which allows a partial pivoting strategy for solving linear systems. A numerical comparison of the implemented methods is presented.
引用
收藏
页码:459 / 483
页数:25
相关论文
共 49 条
[1]   SOME EFFICIENT ALGORITHMS FOR SOLVING SYSTEMS OF NONLINEAR EQUATIONS [J].
BRENT, RP .
SIAM JOURNAL ON NUMERICAL ANALYSIS, 1973, 10 (02) :327-344
[2]  
Broyden C. G., 1973, Journal of the Institute of Mathematics and Its Applications, V12, P223
[3]   CONVERGENCE OF AN ALGORITHM FOR SOLVING SPARSE NONLINEAR SYSTEMS [J].
BROYDEN, CG .
MATHEMATICS OF COMPUTATION, 1971, 25 (114) :285-&
[4]  
BROYDEN CG, 1965, MATH COMPUT, V19, P577, DOI DOI 10.1090/S0025-5718-1965-0198670-6
[5]  
CHADEE FF, 1985, TR SOL858 STANF U DE
[6]  
CHAMBERLAIN RM, 1982, MATH PROGRAM STUD, V16, P1
[7]   SOFTWARE FOR ESTIMATING SPARSE JACOBIAN MATRICES [J].
COLEMAN, TF ;
GARBOW, BS ;
MORE, JJ .
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE, 1984, 10 (03) :329-345
[8]  
COSNARD MY, 1975, TR75248 CORN U DEP C
[9]  
DAVIDENKO D., 1953, UKR MAT ZH, V5, P196
[10]   INEXACT NEWTON METHODS [J].
DEMBO, RS ;
EISENSTAT, SC ;
STEIHAUG, T .
SIAM JOURNAL ON NUMERICAL ANALYSIS, 1982, 19 (02) :400-408