| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w0175 |
| 来源ID | Working Paper 0175 |
| Some Convergence Properties of Broyden's Method | |
| David M. Gay | |
| 发表日期 | 1977-07-01 |
| 出版年 | 1977 |
| 语种 | 英语 |
| 摘要 | In 1965 Broyden introduced a family of algorithms called(rank-one) quasi-New-ton methods for iteratively solving systems of nonlinear equations. We show that when any member of this family is applied to an n x n nonsingular system of linear equations and direct-prediction steps are taken every second iteration, then the solution is found in at most 2n steps. Specializing to the particular family member known as Broyden’s (good) method, we use this result to show that Broyden's method enjoys local 2n-step Q-quadratic convergence on nonlinear problems. |
| URL | https://www.nber.org/papers/w0175 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/557375 |
| 推荐引用方式 GB/T 7714 | David M. Gay. Some Convergence Properties of Broyden's Method. 1977. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w0175.pdf（148KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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