Directional Newton methods in n variables

  • Authors:
  • Yuri Levin;Adi Ben-Israel

  • Affiliations:
  • RUTCOR-Rutgers Center for Operations Research, Rutgers University, 640 Bartholomew rd, Piscataway, New Jersey;RUTCOR-Rutgers Center for Operations Research, Rutgers University, 640 Bartholomew rd, Piscataway, New Jersey

  • Venue:
  • Mathematics of Computation
  • Year:
  • 2002

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Abstract

Directional Newton methods for functions f of n variables are shown to converge, under standard assumptions, to a solution of f(x) = 0. The rate of convergence is quadratic, for near-gradient directions, and directions along components of the gradient of f with maximal modulus. These methods are applied to solving systems of equations without reversion of the Jacobian matrix.