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MathematicsComputer Science

The Convergence of a Class of Double-rank Minimization Algorithms 2. The New Algorithm

C. G. Broyden

1970.9.1IMA JOURNAL OF APPLIED MATHEMATICS

DOI: 10.1093/imamat/6.3.222

tlooto Summary

It is shown theoretically that the new algorithm is stable and it is proved is the only member of the class considered for which a certain matrix error is reduced strictly monotonically when minimizing quadratic functions.

Abstract

Abstract is not available.

Citation format

BROYDEN, C. G. The convergence of a class of double-rank minimization algorithms 2. the new algorithm. IMA JOURNAL OF APPLIED MATHEMATICS, 1970, 6: 222–231.