The Convergence of Single-Rank Quasi-Newton Methods

  title={The Convergence of Single-Rank Quasi-Newton Methods},
  author={C. G. Broyden},
  • C. G. Broyden
  • Published 2010
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… CONTINUE READING