Numerical Comparison of Three Nonlinear Equation Solvers

摘要

The numerical solution of n nonlinear equations in n unknowns by the methods of Newton, Brown, and Brent is discussed. The algorithms are described in detail, and their implementations are compared on a set of test problems. It is found that a variation of Brent's method seems to perform best in a large number of cases, and a listing of an implementation of this method appears in an appendix. 9 tables.