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Title: On the order of convergence of Broyden-Gay-Schnabel's method (English)
Author: Martínez, J. M.
Language: English
Journal: Commentationes Mathematicae Universitatis Carolinae
ISSN: 0010-2628 (print)
ISSN: 1213-7243 (online)
Volume: 19
Issue: 1
Year: 1978
Pages: 107-118
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Category: math
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MSC: 65H10
idZBL: Zbl 0383.65029
idMR: MR0501861
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Date available: 2008-06-05T20:57:27Z
Last updated: 2012-04-28
Stable URL: http://hdl.handle.net/10338.dmlcz/105837
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Reference: [1] J. G. P. BARNES: An algorithm for solving nonlinear equations based on the secant method.Computer Journal, 8, 1965, 66-72. MR 0181101
Reference: [2] C. G. BROYDEN: A class of methods for solving nonlinear simultaneous equations.Mathematics of Computation, 19, 1965, 577-593. Zbl 0131.13905, MR 0198670
Reference: [3] J. E. DENNIS J. J. MORE: A characterization of superlinear convergence and its application to quasi-Newton methods.Mathematics of Computation, 28, 1974, 549-560. MR 0343581
Reference: [4] D. M. GAY: Some convergence properties of Broyden's method.Working Paper No 175, National Bureau of Economic Research, USA, 1977.
Reference: [5] D. M. GAY R. B. SCHNABEL: Solving systems of non-linear equations by Broyden's method with projected updates.Working Paper No 169, National Bureau of Economic Research, USA, 1977.
Reference: [6] W. B. GRAGG G. W. STEWART: A stable variant of the secant method for solving nonlinear equations.SIAM J. of Numerical Analysis, 13, 1976, 127-140. MR 0433856
Reference: [7] J. J. MORE J. TRAGENSTEIN: On the global convergence of Broyden's method.Mathematics of Computation, 30, 1976, 523-540. MR 0418451
Reference: [8] J. M. ORTEGA W. C. RHEINBOLDT: Iterative solution of nonlinear equations in several variables.Academic Press, New York, 1970. MR 0273810
Reference: [9] M. J. D. POWELL: A hybrid method for nonlinear equations.en Rabinovitz P. (editor), Numerical methods for nonlinear algebraic equations, Gordon and Breach, London, 1970. Zbl 0277.65028, MR 0343589
Reference: [10] P. WOLFE: The secant method for solving nonlinear equations.Communications ACM, 12, 1959, 12-13.
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