Broyden's method

In numerical analysis, Broyden's method is a quasi-Newton method for finding roots in k variables. It was originally described by C. G. Broyden in 1965. Newton's method for solving f(x) = 0 uses the Jacobian matrix, J, at every iteration. However, computing this Jacobian is a difficult and expensive operation. The idea behind Broyden's method is to compute the whole Jacobian only at the first iteration and to do rank-one updates at other iterations.

Broyden's method

In numerical analysis, Broyden's method is a quasi-Newton method for finding roots in k variables. It was originally described by C. G. Broyden in 1965. Newton's method for solving f(x) = 0 uses the Jacobian matrix, J, at every iteration. However, computing this Jacobian is a difficult and expensive operation. The idea behind Broyden's method is to compute the whole Jacobian only at the first iteration and to do rank-one updates at other iterations.