The Quasi-Newton least squares method: a new and fast secant method analyzed for linear systems Universiteit Gent
We present a new quasi-Newton method that can solve systems of equations of which no information is known explicitly, and which requires no special structure of the system matrix, like positive definiteness or sparseness. The method builds an approximate Jacobian based on input-output combinations of a black-box system, uses a rank-one update of this Jacobian after each iteration and satisfies the secant equation. While it has originally been ...