On the Convergence of the Brent Method

On the Convergence of the Brent Method

Year:    1994

Author:    De-Ren Wang, Zhi-Jian Huang

Journal of Computational Mathematics, Vol. 12 (1994), Iss. 1 : pp. 1–20

Abstract

In this paper, we establish the semi-local convergence theorem of the Brent method with regional estimation. By an in-depth investigation in to the algorithm structure of the method, we convert the Brent method into an approximate Newton method with a special error term. Based on such equivalent variation, under a similar condition of the Newton-Kantorovich theorem of the Newton method, we establish a semi-local convergence theorem of the Brent method. This theorem provides a sufficient theoretical basis for initial choices of the Brent method.  

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/1994-JCM-10221

Journal of Computational Mathematics, Vol. 12 (1994), Iss. 1 : pp. 1–20

Published online:    1994-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    20

Keywords:   

Author Details

De-Ren Wang

Zhi-Jian Huang