Algorithm 554: BRENTM, a Fortran subroutine for the numerical solution of systems of nonlinear equations (C5). [For IBM computers]
Journal Article
·
· ACM Trans. Math. Software; (United States)
- Argonne National Lab., IL
BRENTM is a subroutine designed to solve a system of n nonlinear equations in n variables by using a modification of Brent's method (SIAM J. Numer. Anal., 10, 327-344 (1973)). The subroutine does not use any techniques that attempt to obtain global convergence; therefore, convergence is guaranteed only if the initial estimate for the solution is close enough. On the other hand, the code does seem to have a large region of convergence; convergence occurs only at a zero of the function, and if the iteration is not making satisfactory progress, then BRENTM will attempt to diagnose this situation and stop the iteration with an appropriate message. The use is only required to provide a subroutine that calculates components of the function. (RWR)
- OSTI ID:
- 6654412
- Journal Information:
- ACM Trans. Math. Software; (United States), Journal Name: ACM Trans. Math. Software; (United States) Vol. 6:2; ISSN ACMSC
- Country of Publication:
- United States
- Language:
- English
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