Talk:Broyden's method

Latest comment: 6 years ago by Borneq in topic Too expensive formula?

untitled edit

This method sucks, the jacobian is way wrong after updating. Is it because my step size is too large?

best wishes, 150.135.211.246 (talk) 23:22, 12 September 2014 (UTC)Reply

It is not suppose to be a perfect update. It is estimating the nonlinearity in only 1 direction. If you have strong nonlinearity you may only get an advantage for a couple updates. So the approximate updates you get from Broyden's method should be mixed in with full Jacobian updates. The relative mix is problem dependent. For my work around 4-5 broyden updates between each full Jacobian update. You can use rate of improvement to judge this. — Preceding unsigned comment added by 2001:878:200:1055:224:2CFF:FE6C:92B (talk) 10:53, 8 September 2016 (UTC)Reply

Too expensive formula? edit

Formula

 

seems to be too expansive. But using associativity we don' must make all multiplication from left to right. And it is ok Borneq (talk) 14:05, 6 April 2018 (UTC)Reply