Variant of Rosenbrock Method and Its Some Conclusions

It introduces a variant method similar to Rosenbrock’s rotating direction method after describing Rosenbrock method and pointing out its shortcoming. This variant method can solve some problems which can not be solved by Rosenbrock method, although it is only a determinate rotating direction method after given some parameters. At last, it gives some theorems and deductions about this variant method, which can help us understand the direction group how to rotate between two sequential orthogonal direction groups.