newton_rc

newton_rc, a FORTRAN90 code which solves a system of nonlinear equations by Newton's method, using reverse communication (RC).

The Jacobian matrix is approximated using finite differences.

Languages:

newton_rc is available in a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

backtrack_binary_rc, a FORTRAN90 code which carries out a backtrack search for a set of binary decisions, using reverse communication (RC).

bisection_rc, a FORTRAN90 code which seeks a solution to the equation F(X)=0 using bisection within a user-supplied change of sign interval [A,B]. The procedure is written using reverse communication (RC).

cg_rc, a FORTRAN90 code which implements the conjugate gradient method for solving a positive definite sparse linear system A*x=b, using reverse communication (RC).

fsolve, a FORTRAN90 code which solves systems of nonlinear equations, inspired by the fsolve() function in MATLAB, and based on the minpack() minimization package.

local_min_rc, a FORTRAN90 code which finds a local minimum of a scalar function of a scalar variable, without the use of derivative information, using reverse communication (RC), by Richard Brent.

minpack, a FORTRAN90 code which solves systems of nonlinear equations, or the least squares minimization of the residual of a set of linear or nonlinear equations, by Jorge More, Danny Sorenson, Burton Garbow, Kenneth Hillstrom.

root_rc, a FORTRAN90 code which seeks a solution of a scalar nonlinear equation f(x) = 0, or a system of nonlinear equations, using reverse communication (RC), by Gaston Gonnet.

roots_rc, a FORTRAN90 code which seeks a solution of a system of nonlinear equations f(x) = 0, using reverse communication (RC), by Gaston Gonnet.

sort_rc, a FORTRAN90 code which can sort a list of any kind of objects, using reverse communication (RC).

zero_rc, a FORTRAN90 code which seeks a solution of a scalar nonlinear equation f(x) = 0, using reverse communication (RC), by Richard Brent.

Reference:

1. James Ortega, Werner Rheinboldt
Iterative Solution of Nonlinear Equations in Several Variables,
SIAM, 1987,
ISBN13: 978-0898714616,
LC: QA297.8.O77.
2. Werner Rheinboldt,
Methods for Solving Systems of Nonlinear Equations,
SIAM, 1998,
ISBN: 089871415X,
LC: QA214.R44.

Source Code:

Last revised on 18 April 2021.