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A generalised Newton iteration scheme

As another practical example of the use of the template file approach, consider writing a general program for solving a system of equations of the form:

using Newton's method [32]. A bold typeface is again used to denote a vector.

The system of iterates can be written as:

where denotes the Jacobian matrix and is a given set of initial values used to start the iteration process. denotes the inverse of and the superscript denotes evaluation at iterate . The iterative process is continued until some stopping criteria are satisfied at iteration itmax. When the system to be solved is scalar valued, is simply the reciprocal of . For practical implementation, () is rewritten at each iteration as:

where satisfies

The linear system () is typically solved using LU decomposition of the Jacobian matrix at each iteration. The value of thus obtained is substituted into () to obtain .



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