TY  - BOOK
AU  - Gay,David M.
ED  - National Bureau of Economic Research.
TI  - Some Convergence Properties of Broyden's Method
T2  - NBER working paper series
PY  - 1977///
CY  - Cambridge, Mass.
PB  - National Bureau of Economic Research
N1  - July 1977; Hardcopy version available to institutional subscribers
N2  - In 1965 Broyden introduced a family of algorithms called(rank-one) quasi-New-ton methods for iteratively solving systems of nonlinear equations. We show that when any member of this family is applied to an n x n nonsingular system of linear equations and direct-prediction steps are taken every second iteration, then the solution is found in at most 2n steps. Specializing to the particular family member known as Broyden’s (good) method, we use this result to show that Broyden's method enjoys local 2n-step Q-quadratic convergence on nonlinear problems
UR  - https://www.nber.org/papers/w0175
UR  - http://dx.doi.org/10.3386/w0175
ER  -