5.0
5.0 | 1 rating Rate this file 27 Downloads (last 30 days) File Size: 4.31 KB File ID: #45170 Version: 1.0

Jacobian-Free Newton-Krylov (JFNK) method

by

Cheuk (view profile)

 

Function uses JFNK to solve a system of non-linear equations

| Watch this File

File Information
Description

This function solves a system of non-linear equations using the Jacobian-Free Newton-Krylov (JFNK) method. The main advantage of using JFNK over the traditional Newton method is to avoid the need for generating and inverting the Jacobian matrix. Typically the Jacobian matrix is not analytically attainable and its numerical approximation (e.g., via finite-difference methods) is not easily invertible.

Reference: (1) Knoll D.A., Keyes D.E. "Jacobian-Free Newton-Krylov methods: a survey of approaches and applications", Journal of Computational Physics, August 2003.

Required Products MATLAB
MATLAB release MATLAB 7.12 (R2011a)
Tags for This File   Please login to tag files.
Please login to add a comment or rating.
Comments and Ratings (3)
12 Jun 2014 Sunil

Sunil (view profile)

Coz I'm using Octave, not MATLAB

Comment only
12 Jun 2014 Sunil

Sunil (view profile)

function gmres not included. :(

Comment only
04 Feb 2014 Sarah N  

Contact us