On the rate of convergence of the Levenberg-Marquardt method
N Yamashita, M Fukushima - Topics in numerical analysis: with special …, 2001 - Springer
N Yamashita, M Fukushima
Topics in numerical analysis: with special emphasis on nonlinear problems, 2001•SpringerWe consider a rate of convergence of the Levenberg-Marquardt method (LMM) for solving a
system of nonlinear equations F (x)= 0, where F is a mapping from Rn into Rm. It is well-
known that LMM has a quadratic rate of convergence when m= n, the Jacobian matrix of F is
nonsingular at a solution x and an initial point is chosen sufficiently close to x. In this paper,
we show that if
system of nonlinear equations F (x)= 0, where F is a mapping from Rn into Rm. It is well-
known that LMM has a quadratic rate of convergence when m= n, the Jacobian matrix of F is
nonsingular at a solution x and an initial point is chosen sufficiently close to x. In this paper,
we show that if
Abstract
We consider a rate of convergence of the Levenberg-Marquardt method (LMM) for solving a system of nonlinear equations F(x) = 0, where F is a mapping from Rn into Rm. It is well-known that LMM has a quadratic rate of convergence when m = n, the Jacobian matrix of F is nonsingular at a solution x and an initial point is chosen sufficiently close to x. In this paper, we show that if
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