An extension of the secant method of root finding to higher dimensions.
Broyden's Method
See also
Secant MethodExplore with Wolfram|Alpha
References
Broyden, C. G. "A Class of Methods for Solving Nonlinear Simultaneous Equations." Math. Comput. 19, 577-593, 1965.Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 382-385, 1992.Referenced on Wolfram|Alpha
Broyden's MethodCite this as:
Weisstein, Eric W. "Broyden's Method." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/BroydensMethod.html