Broyden’s Method in Python

In a previous post we looked at root-finding methods for single variable equations. In this post we’ll look at the expansion of Quasi-Newton methods to the multivariable case and look at one of the more widely-used algorithms today: Broyden’s Method.

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Root-Finding Algorithms Tutorial in Python: Line Search, Bisection, Secant, Newton-Raphson, Inverse Quadratic Interpolation, Brent’s Method

Motivation

How do you find the roots of a continuous polynomial function? Well, if we want to find the roots of something like:

f(x) = x^2 + 3x - 4

Continue reading “Root-Finding Algorithms Tutorial in Python: Line Search, Bisection, Secant, Newton-Raphson, Inverse Quadratic Interpolation, Brent’s Method”