Tn. Grapsa et Mn. Vrahatis, A NEW DIMENSION - REDUCING METHOD FOR SOLVING SYSTEMS OF NONLINEAR EQUATIONS, International journal of computer mathematics, 55(3-4), 1995, pp. 235-244
A new method for the numerical solution of systems of nonlinear algebr
aic and/or transcendental equations in R(n) is presented. Firstly, thi
s method reduces the dimensionality of the system in such a way that i
t can lead to an iterative approximate formula for the computation of
n-1 components of the solution and subsequently it perturbs the corres
ponding Jacobian by using proper perturbation parameters. The remainin
g component of the solution is evaluated separately using the final ap
proximations of the other components. This reduced iterative formula g
enerates a sequence of points in R(n-1) which converges quadratically
to the n-1 components of the solution. Moreover, it does not require a
good initial guess for one component of the solution and it does not
directly perform function evaluations. Thus, it can be applied to prob
lems with imprecise function values. A proof of convergence is given a
nd numerical applications are presented.