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Inverse-Free Newton's Method?

  1. Jul 8, 2011 #1
    Does anyone know of a Newton's method derivative that does not require an inverted Jacobian? I am attempting to port my code from one language to another, and rather than rely on outside libraries for matrix inversions (like I am now), I would prefer to simply do away with the inverted matrix altogether. Also, porting outside "general-purpose" libraries from one language to another is not something I want to do, especially when I just need a "problem specific" method. I.E. reusability is not high on my requirement list.

    The easier to implement in code, the better.

    http://benisrael.net/InverseFreeMethod.pdf" [Broken] is the closest thing I can find, but I am having a hard time making the leap from the "theory" to "application."

    All of my equations are already in the form f(x1, x2, x3, etc.) = 0 and do not change. Only the input parameters (value assigned to x1, x2, x3, etc.) change.
     
    Last edited by a moderator: May 5, 2017
  2. jcsd
  3. Jul 9, 2011 #2

    hunt_mat

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    Homework Helper

    I have been using this method for a while now, the basic equation for Newtons method with lots of dimensions is:
    [tex]
    (x_{n+1}-x_{n})J(x_{n})=-f(x_{n})
    [/tex]
    Now this is basically a linear algebra problem. MATLAB has inbuilt routines for this, or you can code up your own pivot method.
     
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