A finite-difference approximation to Newton’s Method Jacobian Matrices

Edgard S. ALMEIDA-NETO

Professor

University of São Paulo São Paulo, Brazil

Edgard S. Almeida Neto received his PhD in Mechanics from the Rensselaer Polytechnic Institute, and is currently an Assistant Professor at the University of São Paulo.

We propose a finite-difference scheme to assemble Newton’s Method Jacobian matrices, whose columns are seen as directional derivatives of the system’s residual vector, with respect to each of its degrees of freedom. The generality, simplicity and easy implementation of the proposed method encourage its use, whenever exact Jacobian matrices are not readily available.