An Improved Diagonal Jacobian Approximation via a New Quasi-Cauchy Condition for Solving Large-Scale Systems of Nonlinear Equations

Mohammed Yusuf Waziri and Zanariah Abdul Majid

Journal of Applied Mathematics, 2013, vol. 2013, 1-6

Abstract:

We present a new diagonal quasi-Newton update with an improved diagonal Jacobian approximation for solving large-scale systems of nonlinear equations. In this approach, the Jacobian approximation is derived based on the quasi-Cauchy condition. The anticipation has been to further improve the performance of diagonal updating, by modifying the quasi-Cauchy relation so as to carry some additional information from the functions. The effectiveness of our proposed scheme is appraised through numerical comparison with some well-known Newton-like methods.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljam:875935

DOI: 10.1155/2013/875935

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