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Jan 3, 2021 at 10:43 comment added Federico Poloni @Simon For this kind of problem, I'd guess so, but it also depends on how much accuracy you need. As Christopher Wong suggests in a comment, it's a good idea to focus on the starting point instead, if you have to solve many of these problems.
Jan 3, 2021 at 10:32 comment added Simon So basically, it is already as efficient as I can get?
Jan 3, 2021 at 10:30 history edited Federico Poloni CC BY-SA 4.0
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Jan 3, 2021 at 10:30 comment added Federico Poloni @Simon You solve the linear system of equations in (6), right? I wouldn't call it "calculating the Jacobian numerically"; anyhow, that costs $O(n^3)$, it's normal that it is much slower than an $O(n^2)$ iteration of the nonlinear Gauss-Seidel method. Newton takes the cake in cases when you need many iterations of the NGS method.
Jan 3, 2021 at 10:26 comment added Simon I have to calculate the Jacobian numerically, so this makes it quite slow. (look at the paper link I added in the original question)
Jan 3, 2021 at 10:23 history answered Federico Poloni CC BY-SA 4.0