SIR—An efficient solver for systems of equations

The Semi-Implicit Root solver (SIR) is an iterative method for globally convergent solution of systems of nonlinear equations. We here present MATLAB and MAPLE codes for SIR, that can be easily implemented in any application where linear or nonlinear systems of equations need be solved efficiently....

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Bibliographic Details
Main Authors: Jan Scheffel, Kristoffer Lindvall
Format: Article
Language:English
Published: Elsevier 2018-01-01
Series:SoftwareX
Online Access:http://www.sciencedirect.com/science/article/pii/S2352711018300062
Description
Summary:The Semi-Implicit Root solver (SIR) is an iterative method for globally convergent solution of systems of nonlinear equations. We here present MATLAB and MAPLE codes for SIR, that can be easily implemented in any application where linear or nonlinear systems of equations need be solved efficiently. The codes employ recently developed efficient sparse matrix algorithms and improved numerical differentiation. SIR convergence is quasi-monotonous and approaches second order in the proximity of the real roots. Global convergence is usually superior to that of Newton’s method, being a special case of the method. Furthermore the algorithm cannot land on local minima, as may be the case for Newton’s method with line search. Keywords: Newton method, Root solver, Equation solver, MATLAB
ISSN:2352-7110