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SIR—An efficient solver for systems of equations
KTH, School of Electrical Engineering and Computer Science (EECS), Fusion Plasma Physics.ORCID iD: 0000-0001-6379-1880
KTH, School of Electrical Engineering and Computer Science (EECS), Fusion Plasma Physics.
2018 (English)In: Software Quality Professional, ISSN 1522-0540, E-ISSN 2352-7110, Vol. 7, p. 59-62Article in journal (Refereed) Published
Abstract [en]

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. 

Place, publisher, year, edition, pages
Elsevier B.V. , 2018. Vol. 7, p. 59-62
Keywords [en]
Equation solver, MATLAB, Newton method, Root solver
National Category
Physical Sciences
Identifiers
URN: urn:nbn:se:kth:diva-227495DOI: 10.1016/j.softx.2018.01.003Scopus ID: 2-s2.0-85042934996OAI: oai:DiVA.org:kth-227495DiVA, id: diva2:1206113
Note

Export Date: 9 May 2018; Article; Correspondence Address: Lindvall, K.; Department of Fusion Plasma Physics, School of Electrical Engineering and Computer Science, KTH Royal Institute of TechnologySweden; email: kfli@kth.se. QC 20180516

Available from: 2018-05-16 Created: 2018-05-16 Last updated: 2018-05-16Bibliographically approved

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Scheffel, Jan

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