ON THE SEMILOCAL CONVERGENCE OF THE GAUSS-NEWTON METHOD USING RECURRENT FUNCTIONS

  • Argyros, Ioannis K. (Cameron University, Department of Mathematics Sciences) ;
  • Hilout, Said (Poitiers University, Laboratoire de Mathematiques et Applications)
  • Received : 2010.05.08
  • Accepted : 2010.11.21
  • Published : 2010.11.30

Abstract

We provide a new semilocal convergence analysis of the Gauss-Newton method (GNM) for solving nonlinear equation in the Euclidean space. Using our new idea of recurrent functions, and a combination of center-Lipschitz, Lipschitz conditions, we provide under the same or weaker hypotheses than before [7]-[13], a tighter convergence analysis. The results can be extented in case outer or generalized inverses are used. Numerical examples are also provided to show that our results apply, where others fail [7]-[13].

Keywords

References

  1. Argyros, I.K.: Convergence domains for some iterative processes in Banach spaces using outer or generalized inverses. J. Comput. Anal. Appl. 1 (1999), 87-104.
  2. Argyros, I.K.: On the Newton-Kantorovich hypothesis for solving equations. J. Comput. Appl. Math. 169 (2004), 315-332. https://doi.org/10.1016/j.cam.2004.01.029
  3. Argyros, I.K.: A convergence analysis for Newton-like methods for singular equations using outer or generalized inverses. Applicationes Mathematicae 32 (2005), 37-49. https://doi.org/10.4064/am32-1-3
  4. Argyros, I.K.: On the semilocal convergence of the Gauss-Newton method. Adv. Nonlinear Var. Inequal. 8 (2005), 93-99.
  5. Argyros, I.K.: Convergence and applications of Newton-type iterations. Springer-Verlag, 2008, New York.
  6. Argyros, I.K.: On the semilocal convergence of inexact methods in Banach spaces. J. Comput. Appl. Math. 228 (2009), 434-443. https://doi.org/10.1016/j.cam.2008.10.005
  7. Ben-Israel, A.: A Newton-Raphson method for the solution of systems of equations. J. Math. Anal. Appl. 15 (1966), 243-252. https://doi.org/10.1016/0022-247X(66)90115-6
  8. Chen, X. & Nashed, M.Z.: Convergence of Newton-like methods for singular operator equations using outer inverses. Numer. Math. 66 (1993), 235-257. https://doi.org/10.1007/BF01385696
  9. Deuflhard, P. & Heindl, G., Affine invariant convergence theorems for Newton's method and extensions to related methods. SIAM J. Numer. Anal. 16 (1979), 1-10. https://doi.org/10.1137/0716001
  10. Guo, X.: On semilocal convergence of inexact Newton methods. J. Comput. Math. 25 (2007), 231-242.
  11. Haussler, W.M.: A Kantorovich-type convergence analysis for the Gauss-Newton-method. Numer. Math. 48 (1986), 119-125. https://doi.org/10.1007/BF01389446
  12. Hu, N., Shen, W. & Li, C.: Kantorovich's type theorems for systems of equations with constant rank derivatives. J. Comput. Appl. Math. 219 (2008), 110-122. https://doi.org/10.1016/j.cam.2007.07.006
  13. Kantorovich, L.V. & Akilov, G.P.: Functional analysis in normed spaces. Pergamon Press, Oxford, 1982.
  14. Penrose, R.: A generalized inverse for matrices. Proc. Cambridge Philos. Soc. 51 (1955), 406-413. https://doi.org/10.1017/S0305004100030401