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picture1_Matrix Pdf 174482 | Lecture11


picture2_Matrix Pdf 174482 | Lecture11 picture3_Matrix Pdf 174482 | Lecture11

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File: Matrix Pdf 174482 | Lecture11
Jim Lambers MAT419/519 Summer Session 2011-12 Lecture 11 Notes These notes correspond to Section 3.4 in the text. Broyden’s Method One of the drawbacks of using Newton’s ...

icon picture PDF Filetype PDF | Posted on 27 Jan 2023 | 2 years ago
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...Jim lambers mat summer session lecture notes these correspond to section in the text broyden s method one of drawbacks using newton solve a system nonlinear equations g x is computational expense that must be incurred during each iteration evaluate partial derivatives at k and then linear involving resulting jacobian matrix algorithm does not facilitate re use data from previous iterations some cases evaluation can unnecessarily costly analternative modify so approximate are used since slightly slower convergence such an approximation oset by improved eciency however simply replacing analytical j with consisting nite dierence approximations do muchtoreduce cost because solving unchanged jg consists evaluated element conver gent sequence intuitively matrices consecutive near another sense which suggests it should possible cheaply update way inverse what really needed updated eciently as well this case when n b has form u v where given vectors rn outer product dened uv uvn uvt modication...
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