The convergence of single-rank quasi-Newton methods
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- by C. G. Broyden PDF
- Math. Comp. 24 (1970), 365-382 Request permission
Abstract:
Analyses of the convergence properties of general quasi-Newton methods are presented, particular attention being paid to how the approximate solutions and the iteration matrices approach their final values. It is further shown that when Broyden’s algorithm is applied to linear systems, the error norms are majorised by a superlinearly convergent sequence of an unusual kind.References
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Additional Information
- © Copyright 1970 American Mathematical Society
- Journal: Math. Comp. 24 (1970), 365-382
- MSC: Primary 65.50
- DOI: https://doi.org/10.1090/S0025-5718-1970-0279993-0
- MathSciNet review: 0279993