Jacobian Computation-free Newton ’ s Method for Systems of Nonlinear Equations

@inproceedings{WAZIRI2010JacobianCN,
title={Jacobian Computation-free Newton ’ s Method for Systems of Nonlinear Equations},
author={WAZIRI and Leong and Hassan and MONSI},
year={2010}
}

We propose a modification to Newton’s method for solving nonlinear equations, namely a Jacobian Computation-free Newton’s Method . Unlike the classical Newton’s method, the proposed modification neither requires to compute and store the Jacobian matrix, nor to solve a system of linear equations in each iteration. This is made possible by approximating the Jacobian inverse to a diagonal matrix without computing the Jacobian. The proposed method turns out to be significantly cheaper than Newton’s… CONTINUE READING