The convergence of the Ben-Israel iteration for nonlinear least squares problems

Author:
Paul T. Boggs

Journal:
Math. Comp. **30** (1976), 512-522

MSC:
Primary 65K05; Secondary 34D20

MathSciNet review:
0416018

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Abstract: Ben-Israel [1] proposed a method for the solution of the nonlinear least squares problem where . This procedure takes the form where denotes the Moore-Penrose generalized inverse of the Fréchet derivative of *F*. We give a general convergence theorem for the method based on Lyapunov stability theory for ordinary difference equations. In the case where there is a connected set of solution points, it is often of interest to determine the minimum norm least squares solution. We show that the Ben-Israel iteration has no predisposition toward the minimum norm solution, but that any limit point of the sequence generated by the Ben-Israel iteration is a least squares solution.

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Additional Information

DOI:
http://dx.doi.org/10.1090/S0025-5718-1976-0416018-3

Keywords:
Ben-Israel iteration,
generalized inverses,
nonlinear least squares,
Lyapunov stability for difference equations

Article copyright:
© Copyright 1976
American Mathematical Society