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picture1_Newton Method For System Of Nonlinear Equations 181536 | Lecture24


picture2_Newton Method For System Of Nonlinear Equations 181536 | Lecture24 picture3_Newton Method For System Of Nonlinear Equations 181536 | Lecture24

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File: Newton Method For System Of Nonlinear Equations 181536 | Lecture24
Jim Lambers MAT461/561 Spring Semester 2009-10 Lecture 24 Notes These notes correspond to Section 10.3 in the text. Quasi-Newton Methods Oneof the drawbacks of using Newton’s Method to ...

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...Jim lambers mat spring semester lecture notes these correspond to section in the text quasi newton methods oneof drawbacks of using s method solve a system nonlinear equations f 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 analternativeistomodifynewton smethodsothatapproximatepartialderivativesareused as secant for single equation since slightly slower convergence oset by improved eciency however simply replacing analytical with consisting nite dierence approximations do much reduce cost because solving unchanged consists evaluated an element convergent sequence intuitively matrices consecutive are near one another sense which suggests it should possible cheaply update approximate such way inverse updated eciently well this case when has form b uvt where u v given...
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