A stability analysis for perturbed nonlinear iterative methods

Authors:
Paul T. Boggs and J. E. Dennis

Journal:
Math. Comp. **30** (1976), 199-215

MSC:
Primary 65H10

MathSciNet review:
0395209

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Abstract: This paper applies the asymptotic stability theory for ordinary differential equations to Gavurin's continuous analogue of several well-known nonlinear iterative methods. In particular, a general theory is developed which extends the Ortega-Rheinboldt concept of consistency to include the widely used finite-difference approximations to the gradient as well as the finite-difference approximations to the Jacobian in Newton's method. The theory is also shown to be applicable to the Levenberg-Marquardt and finite-difference Levenberg-Marquardt methods.

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Additional Information

DOI:
https://doi.org/10.1090/S0025-5718-1976-0395209-4

Keywords:
Nonlinear iterative methods,
stability analysis,
consistent approximations,
steepest descent,
Newton's method,
nonlinear least squares methods

Article copyright:
© Copyright 1976
American Mathematical Society