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Broyden's Method

An extension of the secant method of root finding to higher dimensions.


Broyden, C. G. ``A Class of Methods for Solving Nonlinear Simultaneous Equations.'' Math. Comput. 19, 577-593, 1965.

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 382-385, 1992.

© 1996-9 Eric W. Weisstein