Jacobian-Free Newton-Krylov (JFNK) method

Version (4.31 KB) by Cheuk
Function uses JFNK to solve a system of non-linear equations
Updated 21 Jan 2014

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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.

Cite As

Cheuk (2024). Jacobian-Free Newton-Krylov (JFNK) method (https://www.mathworks.com/matlabcentral/fileexchange/45170-jacobian-free-newton-krylov-jfnk-method), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2011a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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