Convergence and uniqueness properties of Gauss-Newton's method (Q1767824)

From MaRDI portal





scientific article; zbMATH DE number 2142367
Language Label Description Also known as
default for all languages
No label defined
    English
    Convergence and uniqueness properties of Gauss-Newton's method
    scientific article; zbMATH DE number 2142367

      Statements

      Convergence and uniqueness properties of Gauss-Newton's method (English)
      0 references
      0 references
      0 references
      0 references
      8 March 2005
      0 references
      The problem is to find a generalized solution for the equation \[ f(x)= 0,\tag{1} \] where \(f: \mathbb{R}^n\to \mathbb{R}^m\) is a nonlinear Fréchet-differentiable mapping and \(m\geq n\). The authors investigate the convergence of the Gauss-Newton method \[ x_{n+1}= x_n- [f'(x_n)^T f'(x_n)]^{-1} f'(x_n)^T f(x_n),\quad n= 0,1,2,\dots\tag{2} \] for finding the least squares solution to (2) under generalized Lipschitz conditions with \(L\) average. Some convergence theorems are proved as well as estimates for radius of the convergence ball and the uniqueness ball of the solution of (1) are derived. Some earlier and recent results are extended and improved sharply.
      0 references
      0 references
      nonlinear least squares problem
      0 references
      Gauss-Newton's method
      0 references
      Lipschitz conditions with \(L\) average
      0 references
      convergence ball
      0 references
      uniqueness ball
      0 references

      Identifiers