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Introduction
1.1 What Is the Problem?
1.1.1 Notation
1.2 Newton's Method
1.2.1 Local Convergence Theory
1.3. Approximating the Jacobian
1.3 Approximating the Jacobian
1.4. Inexact Newton Methods
1.4 Inexact Newton Methods
1.5 Termination of the Iteration
1.6 Global Convergence and the Armijo Rule
1.7 A Basic Algorithm
1.7.1 Warning!
1.8 Things to Consider
1.8.1 Human Time and Public Domain Codes
1.8.2 The Initial Iterate
1.8.3 Computing the Newton Step
1.8.4 Choosing a Solver
1.9 What Can Go Wrong?
1.9.1 Nonsmooth Functions
1.9.2 Failure to Converge
1.9.3 Failure of the Line Search
1.9.4 Slow Convergence
1.9.5 Multiple Solutions
1.9.6 Storage Problems
1.10 Three Codes for Scalar Equations
1.10.1 Common Features
1.10.2 newtsol.m
1.10.3 chordsol.m
1.11.2 Singular Problems
Finding the Newton Step with Gaussian Elimination
2.1 Direct Methods for Solving Linear Equations
2.2 The Newton-Armijo Iteration
2.3. Computing a Finite Difference Jacobian 29
2.3 Computing a Finite Difference Jacobian
2.4 The Chord and Shamanskii Methods
2.5 What Can Go Wrong?
2.5.1 Poor Jacobians
2.5.2 Finite Difference Jacobian Error
2.5.3 Pivoting
2.6 Using nsold.m
2.6.1 Input to nsold.m
2.6.2 Output from nsold.m
2.7 Examples
2.7.1 Arctangent Function
2.7.2 A Simple Two-Dimensional Example
2.7.3 Chandrasekhar H-equation
2.7.4 A Two-Point Boundary Value Problem
2.7.5 Stiff Initial Value Problems
2.8 Projects
2.8.1 Chandrasekhar H-equation
2.8.2 Nested Iteration
2.9 Source Code for nsold.m
3.1 Krylov Methods for Solving Linear Equations
3.1.1 GMRES
3.1.2 Low-Storage Krylov Methods
3.1.3 Preconditioning
3.2 Computing an Approximate Newton Step
3.2.1 Jacobian-Vector Products
3.2.2 Preconditioning Nonlinear Equations
3.2.3 Choosing the Forcing Term
3.3 Preconditioners
3.4 What Can Go Wrong?
3.4.1 Failure of the Inner Iteration
3.4.2 Loss of Orthogonality
3.5 Using nsoli.m
3.5.1 Input to nsoli.m
3.5.2 Output from nsoli.m
3.6 Examples
3.6.1 Chandrasekhar H-equation
3.6.2 The Ornstein–Zernike Equations
3.6.3 Convection-Diffusion Equation
3.6.4 Time-Dependent Convection-Diffusion Equation
3.7.1 Krylov Methods and the Forcing Term
3.7.2 Left and Right Preconditioning
3.7.3 Two-Point Boundary Value Problem
3.7.4 Making a Movie
3.8 Source Code for nsoli.m
Broyden's Method
4.1 Convergence Theory
4.2 An Algorithmic Sketch
4.3. Computing the Broyden Step and Update 87
4.3 Computing the Broyden Step and Update
4.4 What Can Go Wrong?
4.4.1 Failure of the Line Search
4.4.2 Failure to Converge
4.5 Using brsola.m
4.5.1 Input to brsola.m
4.5.2 Output from brsola.m
4.6.1 Chandrasekhar H-equation
4.6.2 Convection-Diffusion Equation
4.7 Source Code for brsola.m
Bibliography
Index
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Solving Nonlinear Equations With Newton's Method (C.T. Kelley)

# Solving Nonlinear Equations With Newton's Method (C.T. Kelley)

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05/22/2013

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