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On the convergence of Broyden’s method for nonlinear systems of equations

On the convergence of Broyden’s method for nonlinear systems of equations

This paper uses majorant techniques to study the convergence of Broyden’s single-rank update method for nonlinear systems of equations. It also contains a very elementary proof of the local convergence of the method. The heart of the method is a procedure for generating an approximation to the Jacobian of the …