The Convergence of Single-Rank Quasi-Newton Methods
- 1 April 1970
- journal article
- Published by JSTOR in Mathematics of Computation
- Vol. 24 (110) , 365-382
- https://doi.org/10.2307/2004483
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.Keywords
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