On the non-singularity of the quasi-Newton-least squares method

R. Haelterman, J. Petit, B. Lauwens, H. Bruyninckx, J. Vierendeels

Research output: Contribution to journalArticlepeer-review

Abstract

We show that, for an affine problem, the approximate Jacobian of the Quasi-Newton-Least Squares method cannot become singular before the solution has been reached.

Original languageEnglish
Pages (from-to)129-131
Number of pages3
JournalJournal of Computational and Applied Mathematics
Volume257
DOIs
Publication statusPublished - 2014

Keywords

  • Generalized minimal residual method
  • Iterative method
  • Least squares
  • Quasi-Newton method
  • Rank-one update
  • Secant method

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