In this paper we study the convergence properties of Newton's sequence for analytic systems of equations with constant rank derivatives. Our main result is an alpha-theorem which ensures the convergence of Newton's sequence to a leastsquare solution of this system.
β¦ LIBER β¦
Kantorovich's type theorems for systems of equations with constant rank derivatives
β Scribed by Nuchun Hu; Weiping Shen; Chong Li
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 197 KB
- Volume
- 219
- Category
- Article
- ISSN
- 0377-0427
No coin nor oath required. For personal study only.
β¦ Synopsis
The famous Newton-Kantorovich hypothesis has been used for a long time as a sufficient condition for the convergence of Newton's method to a solution of an equation. Here we present a "Kantorovich type" convergence analysis for the Gauss-Newton's method which improves the result in [W.M. HΓ€uΓler, A Kantorovich-type convergence analysis for the Gauss-Newton-method, Numer. Math. 48 (
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