On a Moser-Steffensen type method for nonlinear systems of equations

Abstract

This paper is devoted to the construction and analysis of a Moser-Steffensen iterative scheme. The method has quadratic convergence without evaluating any derivative nor inverse operator. We present a complete study of the order of convergence for systems of equations, hypotheses ensuring the local convergence and finally we focus our attention to its numerical behavior. The conclusion is that the method improves the applicability of both Newton and Steffensen methods having the same order of convergence.